Before using SQL Database, you must sign up for a Window Azure subscription. Azure is the core infrastructural platform on which SQL Database is built. Its heart is a fault-tolerant, geographically distributed network of Microsoft-powered data centers whose online services are available to you on a fee-for-use basis. It provides the backbone operating system, network, and security layers that your database instances need to stay online, healthy, and protected.
Your first steps with SQL Database include creating your account, provisioning one or more cloud-based servers and instances, and, as a side-effect of accomplishing these tasks, mastering its online toolset.