Microsoft Azure SQL DB has built in HA - 3 copies of your database are created and it's all managed by the cloud. If one of your replicas fails, a new one is automatically created.

As for recovery, your options (including geo redundancy) are dependent upon which levels of service you have. See https://msdn.microsoft.com/en-us/library/azure/hh852669.aspx for information about recovery features and options.