Hi there raone
Thanks for using QandA platform
so for creating an openai service its pretty simple you can search for openai and then select the create option and do so, let me drop you the link below to the detailed documentation.
https://learn.microsoft.com/en-us/azure/ai-services/openai/how-to/create-resource?pivots=web-portal
I think you have not requested for the openai access, if that's the case let me give you the kink below and you can access it and req for a openai access, once this is granted you can go ahead and start playing with the openai in azure
If this helps kindly accept the answer thanks much.