Azure Functions were used to create a function that sends daily SMS updates about the status of London's Tube lines. The function uses Twilio and Azure's TFL API to retrieve information about each line's status, then sends an SMS with the latest info. To set up this project, you need to create an Azure account, install the required tools, and configure your Azure Function App. Once configured, you can test the function locally using Postman or cURL, and then deploy it to Azure for use in production. The author of the tutorial received a successful SMS update from their phone, but notes that technology can't always save us from other people's armpits when it comes to delays on public transportation.