Imama Amapakabo’s side needs to beat Amaglug-glug to boost their hopes of qualifying for the semi-final of the Africa U23 Cup of Nations.
The Olympic Eagles are placed second in Group B, with a point behind the South Africans, after picking up their first win against Zambia on Tuesday.
"It is a must-win for us, we know the importance of the game and we've been working hard in training," Azubuike said in their press conference in Egypt.
"Hopefully, tomorrow we are going to come out in our best and then make sure we win the game."
Azubuike joined the Olympic Eagles late on Monday after Istanbul Basaksehir held him back for their games in the Turkish Super Lig.
After missing the team's 1-0 loss to Ivory Coast, the 22-year-old played a crucial role in helping Nigeria secure a 3-1 comeback win over the Chipolopolo.
Azubuike doesn't think his presence in Egypt spurred the country to their first win but attributed the result to the team's effort.
"I wouldn't say my presence did a lot because we have good players even without me, we can do something," he added.
"I have been in this position before so I had to speak to the boys and we came out to play our best because the country expects that from us.
"Going forward, I think with or without me, everybody is important and we can win every game if we want to win and we work very hard."