In this video, you will learn how to connect the Machine Learning resource that you created in Azure to your local Visual Studio Code environment. This allows you to run your machine learning experiments on the cloud instead of locally. This will allow you to use more robust machines, as well as have access to your experiments from anywhere. Furthermore, you will see in later videos that this will allow your machine learning models to be called from other applications. https://www.aka.ms/IntroToAzureMLSDK 

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.