(This post replaces the old one about the OpenAI plugin.) The documentation provided for the plugin OpenAI Provider for Trados is valid also for the built-in feature and is very informative, but you may need some more information about the account settings in OpenAI and Azure, i.e. the text under 1. Connections in that documentation.

Thus you first need to know how to create accounts.

OpenAI:

The link in the Settings window, Sign up for an OpenAI account, leads you to auth.openai.com/create-account, where you can create an account or log in to your already existing one. Creating a new account takes some time but will eventually land you at the OpenAI Platform (platform.openai.com), the Welcome page, where you will also get your first key. Furthermore, you need to purchase API credits, starting at $5 (lowest level), but you can also choose to buy credits later. After that, you will (finally) get to the starting page of your first project, giving access to everything you need.

However, this starting page

is not very relevant for your current needs. Instead, this top right menu is more relevant:

Via  SETTINGS you have access to your personal information (Profile), API keys, project information (Projects), Billing (where you can also enter payment information):

Also Usage (i.a. Total Spend). I leave it to you to explore the rest (there is such a lot!).

When you have an account and need to go back to this page, having logged out, you should go to platform.openai.com and log in.

Azure OpenAI:

The RWS Help page gives good information. In brief, you go to portal.azure.com to create an account. As with OpenAI above, the process is a bit lengthy. In the end, you will arrive at the #home page, where you can create (new) resources as well as view a list of the ones you have already created.

A resource, when you open it, gives access to (of particular interest here) endpoints and API keys, via Resource handling > Keys and endpoint. You can also view your Price level for the particular resource. And as with OpenAI, there is an enormous amount of other stuff on the various pages about which I know nothing.