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. 

Recently I had to link to 4 SQL Azure tables that are in a Access Web App and found a way to always connect even though MS Access does not save the UserName/Password in the connection string.

The SQL Azure connection string is as follows, however note that when you view the connection string in desgin mode you will not see the UID/PWD part.

ODBC;Driver={SQL Server Native Client 11.0}; Server=[Server Name].database.windows.net; Database=[Database Name];
Uid=[Database Name]_ExternalWriter; Pwd=[Password]; Encrypt=Yes

So in order to get around this issue, create a Passthrough Query to one of the Linked SQL Azure tables and save the Uid/Pwd with the connection string. Make it some thing like SELECT TOP 1 * From Access.[Table Name]. Save the query as something like qptSQLAzureStartUp. Then Add this to the StartUp form's OnOpen Event: Dim lngCount As Long and the next line as lngCount=DCount("*", "qptSQLAzureStartUp"). Then you'll find that your Linked SQL Azure tables will open.