In this video, see how to get connected and run verify deployment queries for Azure SQL in Azure Data Studio.  For the full Azure SQL Fundamentals learning path on Microsoft Learn, visit: https://aka.ms/azuresqlfundamentalsyt 

For more tips like this, check out the working remotely playlist at www.youtube.com/FoetronAcademy . Also, if you need any further assistance then you can raise a support ticket and get it addressed.