Hi Diptesh Kumar,
Welcome to Microsoft Q&A forum.
As I understand, you want to know ways to connect to Azure SQL Database.
Please refer to the official Microsoft documentation which illustrates different ways to connect as shown below:
You may use Azure Data Studio and SSMS to access Server and Databases.
https://learn.microsoft.com/en-us/azure-data-studio/quickstart-sql-database
https://learn.microsoft.com/en-us/azure/azure-sql/database/connect-query-ssms?view=azuresql
Hope this helps. Let us know if you have a different ask.
Thanks