Hello @Jonas Trumpfheller ,
there are a number of ways to proceed:
- find a device that is actually Azure IoT enabled
- find a device that exposes some kind of protocol
- build a device yourself
Regarding solution number one, you could start with this site. I'm not sure if there are weather stations supporting Azure IoT but IoT Plug & Play support would be great.
Regarding number two, you could try to find a device that exposes HTTP or MQTT. This way, you could introduce an Edge device (like a Raspberry PI). Still, I am not familiar with this.
An alternative is could be a weather station that exposes RF Link (433MHz which is very common). With a device like a RPI or Arduino Mega you could then connect it to Domotics or Home Assist. From there, you could forward the telemetry to the Azure Cloud (eg. and Azure function as webhook). Search on the internet for 'Kit with RFlink PCB gateway'.
A second alternative is a device like the Photon with a weather station shield. This device connects to it's own cloud but you could add a bridge to Azure.
Last but not least, building a weather station your own gives you full control. Yes, this means you have to learn how to program a Raspberry PI or an ESP etc. but this brings a lot of fun!