Following examples show how to connect a bot to Facebook Messenger if it installed on Bot Framework Portal.
But what if bot installed on Azure? What are my steps then? Where to take Callback URL and Verify Token values? How to connect correctly? Bot written on NodeJS and deployed as NodeJS Web App on Azure.
Exactly the same steps...
First, to clarify: the bot is not installed on Bot Framework Portal (dev.botframework.com); you are just creating the bot and registering it. And it's there where you will enable the Facebook Messenger channel.
If your bot is hosted in Azure, the only difference then would be that the URL of your bot in the Bot Framework portal will be the URL of your Web App (e.g. mybot.azurewebsites.net) there + /api/messages instead of any other URL.
All the information about how to get the Callback Url and the Token is explained at https://learn.microsoft.com/en-us/bot-framework/channel-connect-facebook#provide-webhook-callback-url-and-verify-token
If you are using Azure Bot Service (which I don't think so, because your question doesn't mention it), then the "portal" is embedded in Azure, at the settings of your bot.