Now we have Microsoft Dynamics NAV 2016 on Azure SQL Server, I’m getting a lot of different questions about this topic. One of them is related with database administration.
If you want to administer Azure SQL Server, you can do it through SQL Server Management Studio. You just need to use your full Azure database name (YourDatabaseName.database.windows.net) and login to database using SQL Server authentication. Of course, previously you have to add your IP address to Azure SQL firewall.
But unfortunately, you cannot use SQL Server Profiler for Azure SQL (maybe in future, but currently not). You can use some other useful tools, for example Index Advisor.
Also, you cannot use SQL Agent on Azure SQL. The most of tools we used to are not available. But, instead SQL Agent we have feature on Azure as Scheduler. To use this, you need to create your new mobile service on Azure for your database. More about this tool, you can find here and here.