Move Entra directory set up

[jemrobinson]

:white_check_mark: Checklist

• [x] I have searched open and closed issues for duplicates
• [x] This is a request for a change to documentation
• [x] This isn't a feature request or bug report
• [x] This isn't an open-ended question (open a discussion if it is).

:ledger: Where is the problem?

The Entra directory setup is confusing since you've already used a Global Administrator account in the SHM.

:memo: Required documentation changes

The Entra directory setup should be performed before deploying the SHM.