For this post I want to actually show you the TSQL code to do this, hopefully it will become a good reference point for the future. Before we step into the code lets understand the differences between database level and server level rules.
For server level rules they enable access your entire Azure SQL server, that is, all the databases within the same logical server. These rules are stored in the master database. Database level rules enable access to certain databases (yes you could also run this within master) within the same logical server, think of this as you being more granular with the access where they are created within the user database in question.
Personally, I try and always use database level rules, this is especially true when I work with failover groups.
Click through for instructions on how to work with both server and database level rules.