It is really possible ;P
Azure SQL Database and Azure SQL Managed Instance connect and query articles
https://learn.microsoft.com/en-us/azure/azure-sql/database/connect-query-content-reference-guide
APPLIES TO: Azure SQL Database Azure SQL Managed Instance
- Sign in to the Azure portal.
- Navigate to the database or managed instance you want to query.
- On the Overview page, review the fully qualified server name next to Server name for your database in SQL Database or the fully qualified server name (or IP address) next to Host for your managed instance in SQL Managed Instance or your SQL Server instance on your VM. To copy the server name or host name, hover over it and select the Copy icon.
Quickstart: Use SSMS to connect to and query Azure SQL Database or Azure SQL Managed Instance
https://learn.microsoft.com/en-us/azure/azure-sql/database/connect-query-ssms?view=sql-server-ver15
APPLIES TO: Azure SQL Database Azure SQL Managed Instance
Quickstart: Use Visual Studio Code to connect and query
https://learn.microsoft.com/en-us/azure/azure-sql/database/connect-query-vscode?view=sql-server-ver15
APPLIES TO: Azure SQL Database Azure SQL Managed Instance
Azure SQL Database Creation - Azure SQL vs managed instance vs SQL VM - Part 1
https://www.youtube.com/watch?v=uNvk42lSI7c
Best regards.