To set the server level firewall settings for the Azure SQL Database, perform the following steps.
a) Logon to the Azure Portal.
b) Create a new Azure SQL Database.
c) Click on "Show Firewall Settings".
d) Click on "Add Client IP" to provide the current IP Address access to the SQL Server.
e) Once the Client IP is added it will be displayed as shown below and click on "Save".
f) Once saved, the IP Address will now get access to the SQL Server.