How to Connect to Azure

Read first the Connection dialog page to understand the dialog fields( host, port, user, etc. ), SSH tunnel, etc..
Tip Firewalls & anti-viruses may block database connections. Read How to enable Firewall connections.
Connection to Azure works as for SqlServer. Additionally in the connection dialog there is a connection string to connect using Host name in Certificate. Here an example:
jdbc:sqlserver://%s:1433;database=%s;user=%s;password=%s;encrypt=true;hostNameInCertificate=*.database.windows.net;loginTimeout=30;
To fix this with more parameters use the Connection dialog advanced tab / Enforce custom URL. For more details about this look this article:
https://docs.microsoft.com/en-us/azure/sql-database/sql-database-connect-query-java

Next chapter describes step-by-step how to create an Azure database and connect to it.

How to Create and Connect to Azure Database

Create an free account on https://manage.windowsazure.com/ On the dashboard choose to create an SQL Database:

Then from the menu you can choose the JDBC connection string:

Use the JDBC connection string in the DbSchema Connection Dialog / Advanced Tab / Enforce Custom URL:

First time you will try to connect it will ask for a firewall rule. In this message you can see your client IP:

Then from the top menu create a firewall rule for it.