Hi John Weiss •,
Welcome to Microsoft Q&A forum.
As I understand, you want to know the difference between Azure Data Studio and Azure Portal. In Azure Portal for Azure SQL Database, we have the Server admin login name shown which we give while creation of the SQL Server:
In Azure Data Studio, here also we can add the same admin credentials to access Databases in that SQL Server:
Hope this helps.
Please let us know if you have queries.
Thanks