Alright, let's get started with setting up Microsoft Azure Active Directory (Azure AD). If you don't have it set up yet, no worries, I'll walk you through it:

• First, head over to your Azure portal. You can search for 'Azure Active Directory' or just find it in the sidebar.
• Once you're on the Azure AD page, click on '+ Create a tenant'.
• You'll need to provide a name for your organization and an initial domain name. Make it something that makes sense for you.
• Pick the 'Country or region' where your organization is located.
• Hit the 'Next' button, review all the info, and then click 'Create'. It might take a few minutes, so grab a coffee or something.

Now that Azure AD is set up, let's register a new application for Supabase integration:

• On your Azure AD page, click on ‘App registrations’.
• Then, click on '+ New registration'.
• Give your application a name that you'll remember.
• Under 'Redirect URI', select 'Web' and enter the Supabase URL.
• Fill in all the necessary details and click 'Register'. Boom, your application is now registered with Azure AD.

To link your Supabase app with Azure AD, you'll need the Application (client) ID and Directory (tenant) ID. Here's how to find them:

• After registering the app, you'll be taken to the overview page.
• Look under the 'Essentials' section. You'll see the 'Application (client) ID' and 'Directory (tenant) ID' listed there.

Next up, we need a client secret for secure info exchange. Here's how to get it:

• On the left menu, click on 'Certificates & Secrets'.
• Click 'New client secret'.
• Add a description and choose an expiry period that works for you.
• Click the 'Add' button.
• Once the secret is generated, it'll show up in the ‘Client secrets’ section. Copy and save it somewhere safe.

Alright, now that we've got all the credentials, let's configure your Supabase app:

• Open your Supabase dashboard.
• Go to 'Settings', then click on 'Authentication' and choose 'External OAuth Providers'.
• Find the 'Microsoft' section and enable it.
• You'll see fields for 'App ID' and 'App Secret'.
• Paste the 'Application (client) ID' into the 'App ID' field and the 'client secret' into the 'App Secret' field.
• Click on 'Save'.

And there you go! Your Supabase authentication is now connected with Microsoft Azure Active Directory.