Hello @Shainan Hemrajani
AAS will not let you connect to a DB without user/password settings.
Regarding the setup you can see more information here:
https://azure.microsoft.com/es-es/blog/using-azure-analysis-services-over-azure-sql-db-and-dw/
and how to create the first data model in AAS:
https://azure.microsoft.com/es-mx/blog/first-azure-as/
Hope this information helps with what you want to achieve,
Best regards,