Error message could have helped in finding out the reason. You may need to allow IP address in firewall to connect or there could be other reasons listed out here with resolution - https://learn.microsoft.com/en-us/azure/sql-database/troubleshoot-connectivity-issues-microsoft-azure-sql-database
You may also close this thread and open a new in a dedicated forum for Azure SQL DB here https://social.msdn.microsoft.com/Forums/en-US/newthread?category=undefined&forum=ssdsgetstarted