This may help, but note, I am mostly using Azure Data Warehouse, which does include Azure SQL Database, it's just uses it as part of the overall infrastructure.
I don't suspect it's much different in terms of backups. In the Azure portal, you have the ability to restore backups. Here is a direct quote from the documentation, on Azure SQL Server which summarizes it up for Azure Data Warehouse too.
Full database backups happen weekly, differential database backups generally happen every few hours, and transaction log backups generally happen every 5 - 10 minutes. The first full backup is scheduled immediately after a database is created. It usually completes within 30 minutes, but it can take longer when the database is of a significant size. For example, the initial backup can take longer on a restored database or a database copy. After the first full backup, all further backups are scheduled automatically and managed silently in the background. The exact timing of all database backups is determined by the SQL Database service as it balances the overall system workload.
How Long?
- Basic service tier is 7 days.
- Standard service tier is 35 days.
- Premium service tier is 35 days.
Essentially, as soon as that database is created, the backups kick off automatically where you may not need to schedule them with an agent job. I do not know if you can adjust these nor schedule your own separately as you are already covered with the standard automated backup plan. I know in the past, you could export these to blob storage and then download them from there. If you need to recover, you should see a "Restore" icon on the main panel for your SQL resource, which will list the oldest and newest restore point. For example, my oldest is 7 days ago for Azure Data Warehouse, where my latest is today (when it was last resumed).
You also have additional backup options like the geo-backups and ability to get longer backup retention within the backup vaults for much longer than 35 days it seems depending on agreement/tiers.
Hope that helps!