You aren't going to get a comprehensive answer here. It is too complex. You should consider bringing in a consultant to review your DB and determine what will and won't migrate well. There are several options available depending on what you use and need.
Lift and shift involves creating a VM in the cloud and moving your DB to that. This is the least likely to break anything as you are literally running the same database and have total control. However all you've done is moved from an on-prem server to a cloud one so you lose most of the benfits. You're still responsible for everything involving maintenance and you've added the cost of a cloud service. Furthermore any on-prem apps that need access to the DB now need to connect to it via an Azure connection and that is complex as well. Depending on whether you have access to RouteExpress(?), where the server is stored and how much you're willing to pay determines whether this will work well or not.
Another option is to migrate to Azure SQL. That is fully discussed here. This works well if you are just moving databases, you don't rely on features that aren't available in Azure SQL and you don't have highly customized needs. You have to review your DB to determine what you might or might not be able to migrate. This is where a consultant comes in. However if this is an option then it is cheaper than lift and shift but you have to pay for the database usage so you have to monitor performance and deal with scaling issues in your app. Again, a consultant can help with this. On the app side you have similar challenges as to using lift and shift. You need to have a fast connection to Azure, you need to deal with security, latency is more of an issue, etc.
If you don't know what you are doing then this is going to end in disaster for anything beyond the simplest database. I would strongly recommend that you hire a consulting company to review your systems and help plan a migration to the cloud based upon your entire system and not just the database. It is a complex process full of pitfalls if you don't know what you're doing. You could end up with performance issues, security problems and even lose of data.