Why would you create a Linked Server to an Azure SQL Database?
If you work in a hybrid environment with some databases stored on your on premises SQL Server instances and you also have deployed some databases to Azure SQL Database, maybe you have archived a bunch of data up to the cloud to free some space on your on premises servers but you still want to query that data. You might want to query the azure SQL Server databases from your on-premises SQL Server instances for a whole bunch of other reasons too. Then you might want to create a Linked Server to your Azure SQL Database
In this short video David talks you through the process of creating a linked server to an Azure SQL databases
You can download the free ebook: Putting Your Head in the Cloud: An Introduction to Cloud Computing and Azure SQL Database