MathWorks has a bunch of useful documentation and example resources which can walk you through the workflow of connecting to your Azure database. Below are some useful links, split into different sections corresponding to the different parts of the workflow:
1. Connecting to the database:
This is a MATLAB Answers post which details the Database Explorer workflow for connecting to an MS Azure database specifically:
As it mentions, you will need to install the correct JDBC driver for your Azure SQL database, which you should be able to download easily from the Microsoft website.
The following is a MATLAB documentation page which details both the Command Line and Database Explorer workflow for connecting to ODBC and JDBC databases (for your Azure database, you will want to refer to the "JDBC-Compliant Databases" heading):
2. Query the database:
a. The following documentation page details the data import process for both workflows, and also includes links to some relevant examples:
b. Alternatively, if you anticipate your data set will be large, you can make use of the databaseDatastore object, which allows you to import large data sets into MATLAB for analytics (note that it only supports Microsoft SQL Server 2012 and later):
3. Analyze your data:
This is the most open-ended of the steps. Depending on your choice from the above step, there are slight differences in the data analysis workflow:
a. If you do not anticipate working with vast quantities of data, and choose to import your data into a regular table, the following example describes some common data analysis workflows:
b. If you chose to use the "databaseDatastore" object, you could then analyze your data in tall arrays:
You should not need to purchase anything additional outside of the Database Toolbox itself on the MATLAB end to interact with your MS Azure database.
