AMS does not have any specific direct integration with NVRs on the market. You would likely have to write some custom logic and code to upload the content to Azure blobs and then submit that to Media Services.
For analytics on Video, you can also look at the Video Indexer service, which offers a lot more features and customization support.
Same workflow there, but you can point it to a SAS URL once ou upload the asset into a blob storage account.
see http://video.ai for details on using Video Indexer.