An Azure relational database service.
Firewall : please add your workstation's public IP under Portal then SQL Server then Networking, and confirm Public network access isn't set to Disabled.
Entra admin : set one on the server (Microsoft Entra ID blade). This is required before any Entra login will work.
Create your user (if you're not the admin): connect as the Entra admin and run this against your database, not master:
CREATE USER [******@tenant.com] FROM EXTERNAL PROVIDER;
ALTER ROLE db_datareader ADD MEMBER [******@tenant.com];
ALTER ROLE db_datawriter ADD MEMBER [******@tenant.com];
SSMS connection:
Server: yourserver.database.windows.net
Authentication: Microsoft Entra MFA
Username: your UserPrincipalName
Connection Properties then Connect to database: please type your DB name
SSMS 20+/21.
If this does not work then can you please post the exact error?