Azure Cosmos DB is Microsoft's fully managed and serverless distributed database for applications of any size or scale, with support for NoSQL.
On deciding on whether or when to use a NoSQL database, check Difference between No SQL and relational databases
The integration of CosmosDB into GeneXus is due to its ability to scale horizontally globally and easily adapt to workload changes. In addition, CosmosDB offers options to adjust the consistency and latency of read and write operations, making it an interesting option for applications that require high availability and performance.
By the time being, GeneXus does not create the CosmosDB container or maintain its structure (ie. Index settings).
As since GeneXus 18 Upgrade 3