Microsoft Graph is a comprehensive framework for accessing data in various online Microsoft services, including Azure Active Directory (AAD), Office 365, OneDrive, Teams, and more. AzureGraph is an R package that provides a simple R6-based interface to the Graph REST API, and is the companion package to AzureRMR and AzureAuth.
Currently, AzureGraph aims to provide an R interface only to the AAD part, with a view to supporting R interoperability with Azure: registered apps and service principals, users and groups. Like AzureRMR, it could potentially be extended to support other services.
Just to clarify, this is like Facebook Graph API for Azure components, not a graph database that you can store your own data in.