Last week, the SQL VM team announced the Azure Key Vault Integration feature. The Azure Key Vault (AKV) Integration feature simplifies the process for setting up your Azure SQL Server VM to use Azure Key Vault for key protection.
If you are planning on using the SQL Server Connector to enable SQL Server encryption with Azure Key Vault as an Extensible Key Management (EKM), we highly encourage starting off with the Azure Key Vault Integration feature to simplify the setup process. The feature is available via PowerShell as a set of new cmdlets which handle installing the SQL Server Connector, configuring the EKM Provider, and creating the credential allowing access to the key vault. Keep in mind that the integration feature is only available for SQL Server VMs provisioned in Azure.
Read more about how to use the Azure Key Vault Integration feature at its documentation page.