We have good support for calling Windows APIs with low-level packages like win32, and higher-level packages that wrap this functionality (like shared_preferences). With the former, you call Windows APIs in the same way you might call them from a language like C# through P/Invoke.
I can't speak to Azure Auth, since I have no knowledge of it. But presumably Microsoft has client libraries for more than .NET apps? I wouldn't expect them to support Flutter from day one, but hopefully they'll consider it now that we've shipped. In the meantime, there's an early release of Firebase auth supporting Windows here: https://pub.dev/packages/firebase_auth_desktop