Short answer is - No for Github Copilot, but Yes for another GitHub product.

GitHub Copilot is not intended to expose any mechanism behind the scene, it's very complex and being changed everyday. The GitHub Copilot backend will have a specific proxy to handle and filter content - not going directly to Azure OpenAI as usual. Also the token and its lifetime is quite short and only use for application purpose, not development.

Another product - GitHub Models will allow you to explore any state-of-the-art model https://github.com/marketplace/models/, you may have to request joining the waitlist and wait for its approval. Read more here https://github.blog/news-insights/product-news/introducing-github-models/. Absolutely, the way you use it in Python code is the same way with Azure OpenAI, OpenAI SDK, having an endpoint and secret key then enjoy it.

Another product - GitHub Copilot Extension, allowing you to reuse GitHub Copilot credential to create an agent for specific task, such as @docker, @azure,.. once agent installed, developer can leverage GitHub Copilot Chat as usual. The market is still humble but it will be bigger soon https://github.com/marketplace?type=apps&copilot_app=true