Azure SQL Database - Microsoft Azure SQL Database is a Microsoft Azure-provided managed cloud database. A cloud database is a database that is accessible as a service and runs on a cloud computing platform. Managed database services look after the databases scalability, backup, and high availability.
Connecting To Azure SQL Database With Active Directory - Universal With MFA. The Complete CLOUD Azure Developer Course 2022 [Videos].
To connect Azure SQL with Universal MFA, SQL server management studio Needs to be SQL016 or higher.
Below is V13.0 SSMS and you can see there is no Active Directory- Universal with MFA Option,
Most recent version is 18.11. You can download from here (Download SQL Server Management Studio (SSMS) - SQL Server Management Studio (SSMS) | Microsoft Docs)
Navigate to Azure portal and search for Azure SQL Server.
Select the SQL Server – In Overview – Copy the Server name,
Now go to the SQL Server Management Studio,
Paste the server name,
Type the Username then Connect,
After the Connect it will popup a sign-in window and verify the Identity with MFA,
Now you have successfully connected to the Azure SQL Server,