Hi,
So let me take a crack at answering this. Please be mindful that I am no way azure expert here but have worked on it. In Azure, there is two type of databases; Azure DB as a service and Azure VM. Since you have not mentioned which type I will answer both for you.

If you are referring to SQL DB as a service, as mentioned earlier, as soon as DB is created the Backup schedule will kick in automatically by Azure: I believe the schedule has already been mentioned one of the posts above.

For Azure SQL Server VM, you setup your backup backups just like in a on-premises SQL server with scedule jobs or maintinance plans.

Hope it helps.

B