Read first the Connection dialog
page to understand the dialog fields( host, port, user, etc. ), SSH tunnel, etc..
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:
To fix this with more parameters use the Connection dialog advanced tab / Enforce custom URL. For more details about this look this article:
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.