As already mentioned, Azaleas do not survive drought well but there may still be some life left. In dry times, trees try to stay alive by withdrawing water from the tips and then from outer branches to try to preserve life in the lower and inner parts so there's still a chance that some of the main stems are still viable.
First aid for dry bonsai is immediately soak the pot in water. Let it soak for a few hours, even overnight. It is important to soak because dry soil does not re-wet easily. Just watering will barely wet the soil and most of the water will run off and around the dry soil.
After soaking, put your bonsai back where it normally lives and return to regular watering. It may need a little less water now that there's no leaves but definitely do not let it get too dry again.
If you are lucky and have caught it in time, new buds will emerge from the trunks and maybe some of the branches in 3-6 weeks.
Depending how dry it actually got, some or all of the branches may be already dead. If/when new buds open you can trim off any obviously dead parts then work towards regrowing your bonsai over the next couple of years.
I note that the tree has some long, bare and relatively straight trunks and branches. You might like to take the opportunity to cut some of those back now. A good hard prune now may reduce the stress of trying to bud from the full length of all branches but that's not essential to recovery.
If worst comes to worst and the tree is past saving you'll still have a nice pot to start another bonsai as well as having learned a (hard) lesson in bonsai care.
Fingers crossed.