A very common question which I often receive is What is SQL Azure?
Here is the answer from the Wikipedia
Microsoft Azure is a cloud computing platform and infrastructure created by Microsoft for building, deploying, and managing applications and services through a global network of Microsoft-managed data centers. It provides both PaaS and IaaS services and supports many different programming languages, tools and frameworks, including both Microsoft-specific and third-party software and systems. Azure was announced in October 2008 and released on 1 February 2010 as Windows Azure, before being renamed to Microsoft Azure on 25 March 2014. Along with Amazon Web Services, Azure is considered a leader in the IaaS field.
SQL Azure is now more relevant than before because it now supports IoT Suite. It Capture and analyze untapped data to improve business results. Easily scale from just a few sensors to millions of simultaneously connected devices and rely on the global availability of Azure—no matter how large or small your project. Collect previously untapped data from devices and sensors and use built-in capabilities to visualize—and act on—that data. Easily integrate Azure IoT Suite with your systems and applications, including Salesforce, SAP, Oracle Database and Microsoft Dynamics, making it simple to access your data and keep your disparate systems up to date.
Reference: Pinal Dave (http://blog.SQLAuthority.com)