Document how to create a new Azure CI machine

ci/README.md

@@ -52,6 +52,23 @@ template and restore the number of instances to the original value.
 8. Clean up the previous version by deleting it from Instance Templates and
 Images.
 
+### Buildkite Azure Setup
+
+Create a new Azure-based "ci-default" agent by running the following command:
+```
+$ az vm create \
+   --resource-group ci \
+   --name XXX \
+   --image boilerplate \
+   --admin-username mvines \
+   --ssh-key-value ~/.ssh/id_rsa.pub
+```
+
+The "boilerplate" image contains all the required packages pre-installed so the
+new machine should immediately show up in the Buildkite agent list once it has
+been provisioned.
+
+There is no image for the "ci-cuda" queue currently.
 
 ## Reference