There are several uses for Apps in Azure Active Directory but in the most, you are opening yourself a gateway to harness the power of an API.
Below I will walk you through the required steps in order to create an app called O365ServiceAPI. Once we have this app created you will then be able to make API calls to the Office 365 Management APIs.
Once this has been created, you will have 2 bits of information, your Application ID or ClientID and your key, or SecretID.
In addition to the ClientID & SecretID you will require your Directory ID or TenantID and here is how to go about getting that.
Go to Azure Active Directory Admin Console at http://portal.azure.com and log in as a Global Administrator.
Click Azure Active Directory, and under Manage click Properties.
Look for Directory ID and copy it to your clipboard.
Open a new .txt file (or similar) and keep a record of this value which will refer to now as TenantID.