Use Azure Data Studio to connect and query Azure SQL database

The first time you run Azure Data Studio the Welcome page should open. If you don’t see the Welcome page, select Help > Welcome. Select New Connection to open the Connection pane:
This article uses SQL sign-in, but also supports Windows authentication. Fill in the following fields using the server name, user name, and password for your Azure SQL server:
1. Server name: Something like: servername.database.windows.net.
2. Authentication: This tutorial uses SQL Authentication.
3. User name: The user name from the account used to create the server.
4. Password (SQL Login): The password from the account used to create the server.
Select Connect.
If your server doesn’t have a firewall rule allowing Azure Data Studio to connect, the Create new firewall rule form opens. Complete the form to create a new firewall rule.
After successfully connecting, your server opens in the SERVERS sidebar.

Tutorial