Add Azure Firewall Policy

[brooke-hamilton]

Description

Added a firewall policy that sets Threat Intelligence = Alert. Associated the firewall policy to the firewall.

Issue reference

The issue this PR will close: #119

Checklist

Please make sure you've completed the relevant tasks for this PR, out of the following list:

• Code compiles or validates correctly
• BASH scripts have been validated using shellcheck
• All tests pass (manual and automated)
• The documentation is updated to cover any new or changed features
• Markdown files have been linted using the recommended linter. (See .vscode/extensions.json.)
• Relevant issues are linked to this PR

[glennmusa]

be sure to update the PR title to something descriptive, this is what makes it into the git log 👍

[glennmusa]

all good for me, just need to update the PR title