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Fix description of Azure SQL support #1260

@philipnye

Description

@philipnye

Link to doc page in question (if any):
https://docs.streamlit.io/develop/tutorials/databases/mssql#add-pyodbc-to-your-requirements-file

Name of the Streamlit feature whose docs need improvement:
Ability to connect to Microsoft SQL Server

What you think the docs should say:
There's currently a note on the docs stating that "At this time, Streamlit Community Cloud does not support Azure Active Directory authentication". This isn't accurate. There are multiple ways of authenticating to a SQL Server database using Azure Active Directory/Microsoft Entra* and some of them are possible in Community Cloud. You may want to reflect this so that people aren't put off by thinking it's not possible :)

I think what the docs might want to say is that the Azure Active Directory/Microsoft EntraActiveDirectoryInteractive authentication type isn't possible. This is the version that uses MFA, and there's no way for Community Cloud to serve a MFA pop-up. Some other authencation types do work. I can confirm that ActiveDirectoryServicePrincipal authentication works. I suspect ActiveDirectoryPassword authentication will also work, and possibly some of the other authentication types, but don't have a way of testing this.

*Microsoft renamed Azure Active Directory as Microsoft Entra in April 2024 (though for now at least the authentication types still follows the old naming). The docs may also want to reflect this name change.

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