Create an App Registration at the Azure portal

1. Go to https://portal.azure.com/ and search at the top center search bar for: "App registrations"
2. Create an application here. You will need a Sign-on URL. Something like: https://localhost:44396/
3. Search for "App registrations" again.
4. You will need to click the "View all applications" button to see the thing you just made as a line item in the otherwise empty list.
5. Find the thing you just made, click on it to select it, and then click the "Settings" gear at the upper right.
6. Click "Required permissions" and then "Grant permissions" to add permissions such as "Read and write directory data" or click Keys to add secret keys.

 
 

Addendum 12/21/2018: You will need to click "Windows Azure Active Directory" to set permissions (and I recommend adding "Read and write directory data") before clicking the "Grant permissions" button to make the changes stick.