Ah, welcome to the wonderful world of Microsoft. I'm not sure what their developers smoke but I'm afraid the concept of simplicity has completely escaped them!
I keep looking at the Azure API's every few weeks hoping that something might have clicked in my brain or they had come up with a simpler example but no such luck.
I think that you need to create a host application that you then register with your Azure AD. It effectively acts as the API broker. The code to set up is significant and their examples generally assume you are steeped in Microsoft terminology and using a Microsoft development stack (e.g. Visual Studio).
However, if you do manage to work it out, PLEASE write up a blog post about it and share because I imagine quite a few people would benefit. Sorry I can't help more but I simply don't have the time to learn the arcane ways of the MS API stack :(