Connecting custom GPT with an API

Hi - I would like to connect one of my custom GPTs with a custom API. The API is hosted on Azure and requires authentication. So far it has not been successful. Has anyone tried this and can share some practical advice on how to achieve the connection using the actions form or suggest an alternative option?

Thanks a lot in advance!

I tried this but no luck, it couldn’t us the API and I had to give it in the conversation.