An Azure service that is used to provision Windows and Linux virtual machines.
Good day ,
Please check Microsoft step by step tutorial
Basically it is like any remote connection to SQL Server,
Prerequisites
(1) you need to open the firewalls to port 1433 in the remote machine Azure network (The machine which include the SQL Server) + Open the Machine firewall
Check this Docs regarding security
(2) Make sure that the remote machine has static IP if you want to use the IP or configure DNS to the remote machine
(3) If you want to connect using user and password instead of windows authentication then configure the SQL Server to use Windows authentication or mixed Mode (SQL Server authentication and Windows authentication)
Connect
Same as connecting any SQL Server on remote machine (use the IP or the DNS of the remote machine for the Server Name)