How to Monitor a Database in Microsoft Azure
Find out how the Basic Monitoring via Web Console operates, and get an overview of deadlocks, failed connections, successful connections, and blocking by firewall. Review three categories of views: Database-Related, Execution-Related, and Transaction-Related.
Monitoring tools and techniques that you might be accustomed to using on an on-premises server, such as auditing logins, running traces, and using performance counters, are not available for SQL Database. On Azure, you use Data Management Views (DMVs) to monitor data capacity, query problems, and current connections.
Microsoft Microsoft Azure SQL Database enables a subset of dynamic management views to diagnose the performance problems, which might be caused by blocked or long-running queries, resource bottlenecks, poor query plans, and so on.
Here is a Video on how to Monitor Azure SQL Database.