Thanks for reaching out to us, there is no component for RNN but component for Neural Networks, you can use it for NN development. If you want to deploy a RNN deployment, you need to train the RNN model locally and deploy it to Azure. You may want to leverage TensorFlow to train your model. https://www.tensorflow.org/guide/keras/working_with_rnns
Then you need to deploy your model to Azure - https://learn.microsoft.com/en-us/azure/machine-learning/tutorial-deploy-model?view=azureml-api-2
Please take a look on above guidance and have a try, let me know if you have any question.
I hope this helps.
Regards,
Yutong