1.GUI Steps to connect SQL Azure database using SQL Server Management Studio:  

http://docs.telerik.com/data-access/developers-guide/database-specifics/microsoft-sql-
azure/getting-started-root-quickstart-azure-connect-through-ssms

2.T-SQL Script to create Login and User to connect SQL Azure Database:

http://kitsula.com/Article/How-to-create-custom-user-login-for-Azure-SQL-Database

 

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