URL

See a full list of available API endpoints of Azure here
In this example we want a list of all users

https://graph.microsoft.com/v1.0/users
CODE

Endpoints

Endpoints are service specific URLs for receiving an access token. Because we use client credentials flow we only need the Token endpoint

Token Endpoints: 

Token Url: https://login.microsoftonline.com/{tenant}/oauth2/v2.0/token
CODE

Scopes

Scopes define the permission to specific parts of data. Because we use client credentials flow we just set the scope to:

https://graph.microsoft.com/.default
CODE

Make sure an administrator grants the permissions you want to use in the Azure backend.

Authenticate

Now you can trigger the process by clicking Authenticate which should popup a window for a short moment and then retrieve the access token.
Now save & test the data source to make sure everything is working as expected.