As an example, here's how you would set up Ubuntu 18.04(Bionic). You'll need to modify the content of your /etc/apt/sources.list file as follows:
deb http://azure.archive.ubuntu.com/ubuntu/ bionic main restricted universe multiverse
deb http://azure.archive.ubuntu.com/ubuntu/ bionic-security main restricted universe multiverse
deb http://azure.archive.ubuntu.com/ubuntu/ bionic-updates main restricted universe multiverse
deb http://azure.archive.ubuntu.com/ubuntu/ bionic-proposed main restricted universe multiverse
deb http://azure.archive.ubuntu.com/ubuntu/ bionic-backports main restricted universe multiverse
deb-src http://azure.archive.ubuntu.com/ubuntu/ bionic main restricted universe multiverse
deb-src http://azure.archive.ubuntu.com/ubuntu/ bionic-security main restricted universe multiverse
deb-src http://azure.archive.ubuntu.com/ubuntu/ bionic-updates main restricted universe multiverse
deb-src http://azure.archive.ubuntu.com/ubuntu/ bionic-proposed main restricted universe multiverse
deb-src http://azure.archive.ubuntu.com/ubuntu/ bionic-backports main restricted universe multiverse