Azure Security Center allows you to asses your security in Azure. To do so, Azure Security Center can advise you on several layers :
Rest of the security
For the Application layer security, Azure will propose you to protect your Web Application with a WAF.
F5 Networks is fully integrated in this process and Azure will propose you to deploy the F5 WAF automatically. Nothing to know !!!! Azure will deploy the WAF and configure the WAF based on the Web Applications you want to protect.
When done, Azure will change the network security on new protected Web Applications in order to disallow direct access to the Web Application and only allow trafic via the WAF.
Please find below a 5 minutes video demonstrating the ease to protect a Web Application with F5 WAF in Azure.