I have now investigated this a little more. As I see it, there are two problems:
- Getting NTWDBLIB.DLL to run at all.
- Connecting to Azure SQL Database.
I mainly tested with ISQL, the old-command line tool from SQL 6.5 days. I found that I could get it to run on Windows 11 if I copied NTWDBLIB.DLL and MSVCR71.DLL from av VM running Windows 2000.
So far so good, but I was not able to get connection to Azure SQL Database to work. From ISQL I did not get any messages, it just came back silently. I also have an old Perl module based on DB-Library, and here I got "Login failed for ...".
If you want to run SQL Server in Azure, you could consider an Azure SQL VM. I made a quick test and I was able to connect to SQL Server on an Azure SQL VM, but that was over a public IP address, something which you should not use.