With Azir you are going to have to get used to losing a lot while learning him >.< I play a lot of Azir myself. What you want to do is palce one soldier just infront of the enemy caster minions. If they get to close poke them. If they are just out of range of your soldier try attack the closest minion to you soldier and hit them. Try and keep a minion in your back pocket. Its very useful!
Azir is really good at making plays late game, but still does great earlier than that. The notorious Azir combo is placing a soldier, Q it behind them,as the soldier is moving you E to it. Then you ult them back into your turret. When you do this try and angle the ult so they are kind of pinned into the wall.
With Azir you want to bully your enemy out of lane. When they take a wrong step stab them with a soldier. With Azir you just have to bully out of lane like no tomorrow. You have to be able to last hit well with him, this can be very very hard with soldiers.
When you're in a team fight don't just try and fly into the back line and ult the whole team into you. If you go into their backline you will get blown up so fast.
Before you want to learn his cool flashy combos you are going to want to get the hang of him. When learning Azir just don't make any fancy plays you can't do. Azir doesn't have fancy combos you just fling your soldiers where people need to die. Having good soldier placement is vital. I saw people building rod of ages on him. I'm not sure if its still affective though.
I know playing Azir you want to make fancy flashy combo's and get those really cool kills. Before you do that you just need to get a feel for him inside and out. Its the little things. Like knowing how well you can stab the enemy in lane when you're far away from your soldier. Just get a hand of his mechanics and you'll be fine.
In the end. CS, poke out of lane, become late game monster.