.Net: Added an example how to get citations from chat with data respo…

…nse (#9353)

### Motivation and Context

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This PR contains a change with an example how to get citations from
Azure OpenAI chat completion with data response.

### Contribution Checklist

<!-- Before submitting this PR, please make sure: -->

- [x] The code builds clean without any errors or warnings
- [x] The PR follows the [SK Contribution
Guidelines](https://github.com/microsoft/semantic-kernel/blob/main/CONTRIBUTING.md)
and the [pre-submission formatting
script](https://github.com/microsoft/semantic-kernel/blob/main/CONTRIBUTING.md#development-scripts)
raises no violations
- [x] All unit tests pass, and I have added new tests where possible
- [x] I didn't break anyone 😄

dotnet/samples/Concepts/ChatCompletion/AzureOpenAIWithData_ChatCompletion.cs

@@ -61,6 +61,11 @@ public async Task ExampleWithChatCompletionAsync()
         // Response: Emily and David, both passionate scientists, met during a research expedition to Antarctica.
         Console.WriteLine($"Ask: {ask}");
         Console.WriteLine($"Response: {response}");
+
+        var citations = GetCitations(chatMessage);
+
+        OutputCitations(citations);
+
         Console.WriteLine();
 
         // Chat history maintenance
@@ -79,6 +84,10 @@ public async Task ExampleWithChatCompletionAsync()
             Console.Write(word);
         }
 
+        citations = GetCitations(chatMessage);
+
+        OutputCitations(citations);
+
         Console.WriteLine(Environment.NewLine);
     }
 
@@ -137,5 +146,34 @@ private static AzureSearchChatDataSource GetAzureSearchDataSource()
             IndexName = TestConfiguration.AzureAISearch.IndexName
         };
     }
+
+    /// <summary>
+    /// Returns a collection of <see cref="ChatCitation"/>.
+    /// </summary>
+    private static IReadOnlyList<ChatCitation> GetCitations(ChatMessageContent chatMessageContent)
+    {
+        var message = chatMessageContent.InnerContent as OpenAI.Chat.ChatCompletion;
+        var messageContext = message.GetMessageContext();
+
+        return messageContext.Citations;
+    }
+
+    /// <summary>
+    /// Outputs a collection of <see cref="ChatCitation"/>.
+    /// </summary>
+    private void OutputCitations(IReadOnlyList<ChatCitation> citations)
+    {
+        Console.WriteLine("Citations:");
+
+        foreach (var citation in citations)
+        {
+            Console.WriteLine($"Chunk ID: {citation.ChunkId}");
+            Console.WriteLine($"Title: {citation.Title}");
+            Console.WriteLine($"File path: {citation.FilePath}");
+            Console.WriteLine($"URI: {citation.Uri}");
+            Console.WriteLine($"Content: {citation.Content}");
+        }
+    }
+
 #pragma warning restore AOAI001 // Type is for evaluation purposes only and is subject to change or removal in future updates. Suppress this diagnostic to proceed.
 }