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There are several ways to connect to an Azure SQL Server from anywhere.

One way
is to use SQL Server Management Studio (SSMS) to connect to your Azure SQL
Database and run some Transact-SQL (T-SQL) commands1. You can also use Azure
Active Directory authentication with MFA1. Another way is to allow all inbound
traffic to your Azure SQL Database using the following T-SQL command: EXECUTE
2
sp_set_database_firewall_rule N'Allow Azure', '0.0.0.0', '255.255.255.255' .
This will allow all IP addresses to access your database, but it is not recommended
from a security perspective2. Instead, you can use a VPN or a web service that
authenticates and only the service has direct access to the SQL server2. You can also
use built-in Azure SQL Database security features such as Transparent Data
Encryption (TDE), Dynamic Data Masking, and Threat Detection to improve
security2.

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