Simple steps to access SQL Azure database locally on SQL Server Management Studio Express.
Access the firewall rules by clicking the server under your subscription. Add, Update, and Delete buttons are provided in the right pane. If the firewall rules and buttons are not visible, click the Firewall Rules button to toggle the firewall rules view.
- Login to Azure Management Portal https://windows.azure.com/
- Click on your subscription.
- Note down the fully qualified server name
- Click on Server
- Firewall rules >> Add a new rules, The pop up will display your current IP address, enter the same IP address as start & end IP
- Open Management Studio Express and enter the credentials.