If you prefer to manually register the Azure app, you can do that.
Procedure
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Request and grant permission for Azure APIs.
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Create a client secret for the Azure app.
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Obtain the Azure application ID, secret application key value, and Azure directory ID.
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Create an application user for each environment in Dynamics 365 that you want to back up.
What to Do Next
For more information about creating an application user, see Manage application users in the Power Platform admin center in the Microsoft documentation.