There is an offical audio sample named whatstheweatherlike.wav which you can get from samples/csharp/sharedcontent/console/whatstheweatherlike.wav of the GitHub Repo Azure-Samples/cognitive-services-speech-sdk.
And here is my sample code I wrote and partial refered to the offical tutorial Quickstart: Recognize speech with the Speech SDK for Python. I installed the current version 1.6.0 of Azure Cognitive Services SDK for Speech via pip install azure-cognitiveservices-speech.
import azure.cognitiveservices.speech as speechsdk
speech_key, service_region = "<your api key>", "<your region>"
speech_config = speechsdk.SpeechConfig(subscription=speech_key, region=service_region)
audio_config = speechsdk.audio.AudioConfig(filename='whatstheweatherlike.wav')
speech_recognizer = speechsdk.SpeechRecognizer(speech_config=speech_config, audio_config=audio_config)
result = speech_recognizer.recognize_once()
print(result.text)
The text recognized from the audio sample file is as below.
What's the weather like?
Hope it helps.