From here: https://microsoft.github.io/AzureTipsAndTricks/blog/tip140.html

Note by cbattlegear One important caveat to this process (as shown below). If any writes are happening on the database while you do the export the import will be broken. Best practice is to run CREATE DATABASE AS COPY to create a copy of the database and create an export of the copy.

Right-click on the Database -> click Tasks > Export data-tier application

Now ensure you are connected to your local target SQL server instance (or SQL Azure instance) and right-click on the Database -> click Tasks > Import data-tier application and select the .backpac file that you created earlier.