There are two ways to authenticate with your Azure Service Bus: Shared Access Signature (SAS) and Access Control Service (ACS). The latter has been deprecated in favor of SAS due to SAS's simple, flexible, and easy-to-configure advantages. For further details, check out the MSDN article at https://docs.microsoft.com/en-us/azure/service-bus-messaging/service-bus-authentication-and-authorization.

If you are using ACS with an on-premise or Internet-facing deployment of Dynamics 365, you will need to further configure your instance to communicate with the Azure Service Bus, as described in https://msdn.microsoft.com/en-us/library/gg328249.aspx. Dynamics 365 online is preconfigured. As for SAS authorization, no special configuration is required.

This book is not about Microsoft Azure Services, and as you can see, Azure services change often. Nonetheless, this recipe is important to understand the end-to-end process of Azure integration.