Ok, I got confused. I was trying to setup both a user and a system managed identy. I had the system set up and then trying to set up a user. I only needed one. Now that part is done I moved onto your link and I am unsure of what exactly I need to use to fill out the sql bits. Where would I find this information?

CREATE EXTERNAL LOCATION <location-name>

 URL 'abfss://<container-name>@<storage-account>.dfs.core.windows.net/<path>'

 WITH ([STORAGE] CREDENTIAL <storage-credential-name>);