With XPO, connecting to SQL Azure is similar to connecting to SQL Server. Because SQL Azure Database represents a cloud-based database service built on Microsoft SQL Server technologies, the connection requires the same connection provider, MSSqlConnectionProvider, which was extended with support for SQL Azure. So, to connect to a SQL Azure database, you can use the same techniques described in the How to: Connect to a SQL Server topic. The only difference involves specifying a cloud-based SQL server instance as a data source.
Supplying a SQL Azure connection string
As with SQL Server, you can manually specify a SQL Azure connection string. To indicate that the MSSqlConnectionProvider needs to be used, add the "Initial Catalog" entry to the connection string, as shown below.