a) Logon to the Azure Portal
b) Create a new Resource group named "AAD-SQL"
c) Create a new Azure SQL Database Server named "aad-azuresql"
d) Configure Azure Active Directory user for accessing the Azure SQL Server.
e) Select "Set Admin" and select the AAD user who needs to be given access to the Azure SQL Server.
Now you can create a database under this Azure SQL Server and can access the database using the above configured Azure Directory Admin user using Password Authentication as shown below. Note: Make sure to configure the firewall settings on your Azure SQL Server.