Update embeddings.md

Adding Azure SQL DB to the list of Database that support storing and querying vector embeddings from Azure Open AI. Adding link to using SQL DB for intelligent applications that further link to multiple samples using Azure Open AI with Azure SQL DB.

Author: Pookam90

articles/ai-services/openai/how-to/embeddings.md

@@ -140,6 +140,7 @@ Our embedding models may be unreliable or pose social risks in certain cases, an
 * Store your embeddings and perform vector (similarity) search using your choice of Azure service:
   * [Azure AI Search](../../../search/vector-search-overview.md)
   * [Azure Cosmos DB for MongoDB vCore](../../../cosmos-db/mongodb/vcore/vector-search.md)
+  * [Azure SQL Database](https://learn.microsoft.com/en-us/azure/azure-sql/database/ai-artificial-intelligence-intelligent-applications?view=azuresql#vector-search)
   * [Azure Cosmos DB for NoSQL](../../../cosmos-db/vector-search.md)
   * [Azure Cosmos DB for PostgreSQL](../../../cosmos-db/postgresql/howto-use-pgvector.md)
   * [Azure Database for PostgreSQL - Flexible Server](../../../postgresql/flexible-server/how-to-use-pgvector.md)