Provisioning used to be a multi-step process. Now, provisioning can happen automatically with minimal user interaction using Azure's Distributed Provisioning Service (DPS).
With this system, the hardware vendor can register the device in the DPS enrollment list. On the initial startup, the device will connect to DPS and identify itself. DPS will validate the identity of the device, then register and configure it automatically.
For hardware vendors that do not support this process, manual device provisioning is supported.
See Also:
Creating and Gathering Azure Resources