Connecting Arduino Yun to Azure IoT Hub

Hello.

This is my first project using Arduino.
I need to send sensor data from arduino to Microsoft Azure IoT Hub. However, I am unable to connect arduino to azure. I couldn't find any useful tutorial so I'm asking here.

I connected temperature sensor using tinkerkit sensor shield and I'm getting data in arduino serial monitor, so that's ok I guess.

Also, I have obtained student license for using Microsoft Azure. As I said before, now I need to connect my arduino to IoT Hub and get data from it. Here is my code:

P.S. I'm using windows 10

// include the TinkerKit library
#include <TinkerKit.h>

TKThermistor therm(I3);       // creating the object 'therm' that belongs to the 'TKThermistor' class 
                              // and giving the value to the desired output pin

float C, F;		      // temperature readings are returned in float format
void setup()
{
  // initialize serial communications at 9600 bps
  Serial.begin(9600);
  pinMode(LED_BUILTIN, OUTPUT);
  
}

void loop()
{
  C = therm.readCelsius();     	// Reading the temperature in Celsius degrees and store in the C variable
  F = therm.readFahrenheit();  	// Reading the temperature in Fahrenheit degrees and store in the F variable
  digitalWrite(LED_BUILTIN, HIGH);   // turn the LED on (HIGH is the voltage level)

  delay(1000);

  // Print the collected data in a row on the Serial Monitor
  Serial.print("Analog reading: ");	// Reading the analog value from the thermistor
  Serial.print(therm.read());
  Serial.print("\tC: ");
  Serial.print(C);
  Serial.print("\tF: ");
  Serial.println(F);

  digitalWrite(LED_BUILTIN, LOW);    // turn the LED off by making the voltage LOW
  
  delay(1000);
}