As you can verify here sp_helplogin can be found on SQL Server instances biut not on Azure SQL instances.
To find the login (master database) mapped to a database user, look at the sid column from sys.sysusers on the user database (not in the master). This value corresponds to the sid column from sys.sql_logins in the master database.
Unfortunately, you cannot discover the login name for the SID while connected to the user database. You must connect separately to the master database once you have the sid and query sys.sql_logins to get the name.
Here you will find another way to do the mapping between logins and database users.