docs: Update Local Debugging Setup instructions for SQL Server admin settings

Author: Avijit-Microsoft

documents/LocalDebuggingSetup.md

@@ -169,7 +169,7 @@ az cosmosdb sql role assignment create \
 ##### Option 1: Set Yourself as SQL Server Admin (for single user scenarios)
 
 1. Go to your SQL Server resource in Azure Portal
-2. Under **"Security"**, click **"Microsoft Entra ID"**
+2. Under **"Settings"**, click **"Microsoft Entra ID"**
 3. Click **"Set admin"** and search for your user account
 4. Select your user and click **"Save"**