Now that our instance is set up to use AAD, let’s connect to our instance from SSMS. If you’re running Management Studio 2016 and SQL Server Data Tools for 2015 (14.0.60311.1) or later you should have noticed there are some extra authentication methods available in SSMS now. We’re going to cover these out of order, since some of these options take more work than others.
Active Directory Password Authentication looks similar to a SQL authentication, but it accepts AAD User names and passwords. When you choose this method, your credentials are sent over to Azure and end at your AAD instance. Once your username and password are validated, AAD will check to see if you have rights to connect to the instance. If so, you will connect. If not, you will get an error message that you’ll need to google (bing) to find out what it really means.
With the steps we took in the last section, you should be able to log in to your Azure SQL Server as an administrator by using Active Directory Password Authentication.
Click through for the process, as well as links to additional resources.