Using SQL Azure, DBAs still need to manage schema creation, statistics management, index tuning, query optimization, and security administration (logins, users, roles, etc.).
Database administration in SQL Azure differs most from SQL Server in terms of physical administration. SQL Azure automatically replicates all data to provide high availability. SQL Azure also manages load balancing and, in case of a server failure, transparent fail-over to a healthy machine hosting one of the backup copies of your database.
To provide this level of physical administration, you cannot control the physical resources of SQL Azure. For example, you cannot specify the physical hard drive or file group where a database or index will reside. Because the computer file system is not accessible and all data is automatically replicated. The SQL Azure service still backs up all databases; however they are not accessible to regular users.