Q.I have a potted azalea and want to plant it now in zip 14886, NY
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Certified GKH Gardening Expert
I would not plant this now. It will not be able to establish while it is cold and will be killed by the winter weather. I would wait until it warms up in spring. Keep it in a cool place such as the garage till spring and water sparingly.
This article will help you to care for them: https://www.gardeningknowhow.com/ornamental/shrubs/azalea/azaleas-noteworthy-shrubs-for-any-garden.htm
If it was a gift azalea (from a florist) meant for indoor growing it can't be planted outside. But you can grow those indoors.
https://www.gardeningknowhow.com/ornamental/shrubs/azalea/growing-azalea-houseplants.htm