Docs and samples for using user-managed identity (reference in profile.ps1?)

Even though user-managed identity works after closing #235, we keep getting user complaints about it not working. It turns out that our users don't realize they need to do some extra work and get a cryptic error message.

Fixing #337 helps by exposing a more meaningful error message reported by Connect-AzAccount. However, consider also making this sample more discoverable, perhaps include a reference to it (or even a commented-out code sample) into the auto-generated profile.ps1.