Hello @Ashwin Venkatesha
To create a new Entra ID application, you need to use the command "az ad app create --display-name applicationname".
However, there are steps to be completed before doing that. Follow this link to get more information about this. https://learn.microsoft.com/en-us/azure/healthcare-apis/register-application-cli-rest.
Let me know if further assistance is needed.
Kindly accept this answer if this helps