Hi @VincentChiche-7924 - Without having additional information with regard to specific versions of the software components that make up the solution, this scenario is supported. Dan Guzman provides a great overview of this scenario with a similar question being asked on Stack Overflow: LocalDb V11.0 on Docker
Another simple aspect is ensuring TCP/IP is enabled, and this 3rd party blog by Jack Vanlightly details this clearly: How to Connect to Your Local SQL Server From Inside Docker and the following is an example of running a containerized instance of local SQL Server instead of installing a local instance. Please see the 3rd party blog written by Owen Davies: Using Docker for local SQL Server development
Since Azure SQL Database is an Azure PaaS offering, this question does not necessarily have the forum audience to answer your question but, I hope I have provided you some helpful information regardless.
Regards,
Mike