This article provides some guidance on connecting to a database hosted on Microsoft Azure via JDBC.
If Support has requested a table output from your config db, or requested a query be run against the db, such as enabling Volatile Data Sources, and you’re struggling to find your connection details when using Microsoft Azure, here’s where that can be found:
Log into Azure Portal > click on corresponding SQL Database > Overview > click 'Show database connection strings' under Connection strings':
The highlighted portion is what will be needed to connect via SSMS.
Note: you’ll have to configure your firewall settings if you haven’t already done so.
This is done from the Server blade itself, not from the SQL Database blade. This is also where you can find your Server admin name.
You can then use these details to connect to your db from SSMS: