Thanks for writing. Azaleas do best in in moist, well-drained soil rich in organic matter and that has an acidic pH. So before planting them, I'd do a soil test and find out how acidic your soil is. You may need to add some soil sulfur to help bring down the pH.
Then I'd add plenty of organic matter, such as compost, before planting. Organic matter is one the best things you can add to improve any type of soil for any type of plant.
Did you get azaleas from a nursery or from a florist? They're usually different varieties --- and it's possible the florist azaleas aren't suited to your area, depending on which variety they are.
---Justin, Senior Garden Editor, BHG.com