The Azure SQL Database is a fully managed service that offers a relational database with capabilities very similar to the Microsoft SQL Server, except for some features, especially related to the actual topology of the installation and server setup. Due to this nature, an SQL Database can be considered as a subset of the on-premises version. This behavior is also found in SSMS, where a connection to a SQL Database offers fewer functionalities than a connection to an on-premises SQL Server instance.

While connecting to n SQL Database, we do not have the same wizards we had for an SQL Server, even if connecting through the SSMS. Some of the high-level settings of SQL Database can be configured in the Azure Portal, as mentioned in the Creating a SQL Database server and database recipe. The portal allows us to set up the firewall rules at server level, and the administrative login can be set/reset there.

Instead, the database-level firewall rules...