[Doc] Update connection doc (#2256)

# Description

Please add an informative description that covers that changes made by
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- [ ] Pull request includes test coverage for the included changes.

Signed-off-by: Brynn Yin <[email protected]>

docs/cloud/azureai/consume-connections-from-azure-ai.md

@@ -2,6 +2,10 @@
 
 For a smooth development flow that transitions from cloud (Azure AI) to local environments, you can directly utilize the connection already established on the cloud by setting the connection provider to "Azure AI connections".
 
+:::{note}
+Promptflow is not able to manage connections from Azure AI, please manage it in workspace portal, [Azure AI Studio](https://learn.microsoft.com/en-us/azure/ai-studio/how-to/connections-add), az ml cli or azure-ai-ml sdk.
+:::
+
 You can set the connection provider using the following steps:
 
 1. Navigate to the connection list in the VS Code primary sidebar.

docs/how-to-guides/manage-connections.md

@@ -7,7 +7,7 @@ This is an experimental feature, and may change at any time. Learn [more](faq.md
 [Connection](../../concepts/concept-connections.md) helps securely store and manage secret keys or other sensitive credentials required for interacting with LLM (Large Language Models) and other external tools, for example, Azure Content Safety.
 
 :::{note}
-To use azureml workspace connection locally, refer to [this guide](../how-to-guides/set-global-configs.md#connectionprovider).
+This document target for manage connections locally. To use Azure AI connections locally, refer to [this guide](../cloud/azureai/consume-connections-from-azure-ai.md).
 :::
 
 ## Connection types

docs/how-to-guides/set-global-configs.md

@@ -47,7 +47,7 @@ When `get` or `list` connections, `PFClient`(or `pf connection` commands) will r
 _Secrets for workspace connection will not be shown by those commands, which means you may see empty dict `{}` for custom connections._
 
 :::{note}
-Command `create`, `update` and `delete` are not supported for workspace connections, please manage it in workspace portal, az ml cli or AzureML SDK.
+Command `create`, `update` and `delete` are not supported for workspace connections, please manage it in workspace portal, [Azure AI Studio](https://learn.microsoft.com/en-us/azure/ai-studio/how-to/connections-add), az ml cli or azure-ai-ml sdk.
 :::
 
 

src/promptflow/promptflow/_sdk/entities/_run.py

@@ -128,6 +128,7 @@ def __init__(
         source: Optional[Union[Path, str]] = None,
         **kwargs,
     ):
+        # !!! Caution !!!: Please update self._copy() if you add new fields to init
         # TODO: remove when RUN CRUD don't depend on this
         self.type = kwargs.get("type", RunTypes.BATCH)
         self.data = data

src/promptflow/promptflow/_sdk/operations/_local_azure_connection_operations.py

@@ -9,9 +9,8 @@
 from promptflow._sdk._telemetry import ActivityType, WorkspaceTelemetryMixin, monitor_operation
 from promptflow._sdk._utils import interactive_credential_disabled, is_from_cli, is_github_codespaces, print_red_error
 from promptflow._sdk.entities._connection import _Connection
-from promptflow._utils.logger_utils import get_cli_sdk_logger
 from promptflow._utils.credential_utils import get_default_azure_credential
-from promptflow.azure._utils.general import get_arm_token
+from promptflow._utils.logger_utils import get_cli_sdk_logger
 
 logger = get_cli_sdk_logger()
 
@@ -49,6 +48,8 @@ def _client(self):
     def _get_credential(cls):
         from azure.identity import DefaultAzureCredential, DeviceCodeCredential
 
+        from promptflow.azure._utils.general import get_arm_token
+
         if is_from_cli():
             try:
                 # Try getting token for cli without interactive login