Manage APIKey (Secret = Yes), Apiversion, DeploymentModel, IndexName, SearchEndPoint (Secret = Yes), and SearchKey (Secret = Yes) as site properties to proceed.

Need to setup Site properties below AzureOpenAI folder.

In advance, select the model to be deployed in the Chat menu of PlayGround in Azure OpenAI Studio, and connect and use your own data to train the model with Add your data link.

In order to connect your own data to train, you must create and link Blob Storage and AI Search Service in the Add your data detailed menu of the Chat menu of PlayGround in Azure OpenAI Studio.