Azure Cosmos DB is a globally distributed, multi-model database service that is versatile and supports document, key-value, wide-column, and graph databases. If you would like to learn more about Azure Cosmos DB, please read my post on Azure Cosmos DB.
Creating an Azure Cosmos DB can be done in multiple ways based on what technology you are using to build your application. Microsoft has a super-helpful page that has easy to understand tutorials on creating Azure Cosmos DB, and on developing apps using Azure Cosmos DB. Below is a picture from Microsoft’s website explaining how Azure Cosmos DB can be created for use with different programming languages and frameworks.
Since there are many options within Azure Cosmos DB and multiple ways to create an Azure Cosmos DB using different frameworks, I would like to redirect you to Microsoft’s Tutorials, if you would like to learn more about creating Azure Cosmos DB.