The Cloudbreak version used in this video is Cloudbreak 2.7.1.
If you are using a corporate Azure account, you may be unable to use this method due to the fact that the Owner role is required. In this case, you should use the app-based credential method. See Create an app-based credential documentation.
If you are using a Cloudbreak version different than 2.7.1, refer to the equivalent documentation for that version. You can access Cloudbreak documentation from the Hortonworks docs page at https://docs.hortonworks.com.