How to add Azure Resource Manager Service Endpoint?

ADO: Azure DevOps (formerly VSTS)

Prerequisite(s): Having a Microsoft account (personal or organisational) and a valid Azure subscription

So far so good. You have created your team project in ADO and started with release definition for Azure App Service :). Now you want to configure your first release task, and you have decided to create a new Service Endpoint for that. Then you get to this OMG (or WTF if you really feel it) moment.