These make great beginner’s bonsai plants. They are fast growing, inexpensive and pretty forgiving. About the only thing they do not like is for you to prune too much at a time.
See that they have plenty of light. Azalias prefer a south window. They will tolerate east and west facing windows.
They drink lots of water so keep an eye on the soil, watering them when very the top begins to feel dry. When you water them let the water fill the pot, then drain thoroughly. Mix one tablespoon of vinegar into a gallon of water to help keep the soil acidic for your azalea. Or occasionally ( once every 3 or 4 months ) add a tablespoon of epson salts to the top of the soil.
To make a bonsai from an azalea un-pot the plant when you bring it home and gently remove the dirt from the roots. Trim about one third of the roots off from the bottom. Think about the shape you want it to take full grown and trim about a third off the leaves and branches and re-pot it. Trim as needed to coax it into the shape you wish it to take. About once a year re-pot and re-trim the roots. Be sure to use pots that are not too large. Part of keeping the plant bonsai sized is being sure it remains pot bound.