Update README.md - add more information about using Azure OpenAI serv…

…ices (#4253)

* Update README.md

Add more information about using Azure OpenAI services

* Update README.md

Adjust the formatting to improve readability of the steps, making them easier to follow.

---------

Co-authored-by: Hussein Mozannar <[email protected]>

python/packages/autogen-magentic-one/README.md

@@ -67,22 +67,24 @@ You can install the Magentic-One package and then run the example code to see ho
     uv sync  --all-extras
     source .venv/bin/activate
     ```
-    Install magentic-one from source:
+   For Windows, run `.venv\Scripts\activate` to activate the environment.
+
+2. Install magentic-one from source:
     ```bash
     cd packages/autogen-magentic-one
     pip install -e .
     ```
+
+    The following instructions are for running the example code:
 
-The following instructions are for running the example code:
-
-2. Configure the environment variables for the chat completion client. See instructions below [Environment Configuration for Chat Completion Client](#environment-configuration-for-chat-completion-client).
-3. Magentic-One code uses code execution, you need to have [Docker installed](https://docs.docker.com/engine/install/) to run any examples.
-4. Magentic-One uses playwright to interact with web pages. You need to install the playwright dependencies. Run the following command to install the playwright dependencies:
+3. Configure the environment variables for the chat completion client. See instructions below [Environment Configuration for Chat Completion Client](#environment-configuration-for-chat-completion-client).
+4. Magentic-One code uses code execution, you need to have [Docker installed](https://docs.docker.com/engine/install/) to run any examples.
+5. Magentic-One uses playwright to interact with web pages. You need to install the playwright dependencies. Run the following command to install the playwright dependencies:
 
 ```bash
 playwright install --with-deps chromium
 ```
-5. Now you can run the example code to see how the agents work together to accomplish a task.
+6. Now you can run the example code to see how the agents work together to accomplish a task.
 
 > [!CAUTION]  
 > The example code may download files from the internet, execute code, and interact with web pages. Ensure you are in a safe environment before running the example code. 
@@ -108,7 +110,7 @@ playwright install --with-deps chromium
   - hil_mode: (Optional) Enable human-in-the-loop mode (default: disabled)
   - save_screenshots: (Optional) Save screenshots of browser (default: disabled)
 
-6. [Preview] We have a preview API for Magentic-One. 
+7. [Preview] We have a preview API for Magentic-One. 
  You can use the `MagenticOneHelper` class to interact with the system and stream logs. See the [interface README](interface/README.md) for more details.
 
 
@@ -139,6 +141,12 @@ To configure for Azure OpenAI service, set the following environment variables:
 }
 ```
 
+This project uses Azure OpenAI service with [Entra ID authentcation by default](https://learn.microsoft.com/azure/ai-services/openai/how-to/managed-identity). If you run the examples on a local device, you can use the Azure CLI cached credentials for testing:
+
+Log in to Azure using `az login`, and then run the examples. The account used must have [RBAC permissions](https://learn.microsoft.com/azure/ai-services/openai/how-to/role-based-access-control) like `Azure Cognitive Services OpenAI User` for the OpenAI service; otherwise, you will receive the error: Principal does not have access to API/Operation. 
+
+Note that even if you are the owner of the subscription, you still need to grant the necessary Azure Cognitive Services OpenAI permissions to call the API.
+
 ### With OpenAI
 
 To configure for OpenAI, set the following environment variables: