Microsoft Azure OpenAI is at the forefront of cutting-edge technology, which is a cloud-based service that provides access to a wide range of advanced AI models, including generative AI models like GPT-3, GPT-4 and ChatGPT, as well as other model families for tasks such as code generation and embeddings. In this blog article, we aim to provide a practical and simplified introduction to the concept of ChatGPT and InstructGPT, explain what generative AI is all about, describe how AI models are defined, and which models are used by Azure OpenAI, followed by a practical shortcut on prompt engineering. Lastly, we will introduce how we can support your business in identifying and implementing generative AI use cases, setting up Azure OpenAI, and integrating GPT models into your data science projects and existing applications.