Tools for Azure SQL Database:
SQL Server Management Studio
SQLCMD Utility
Visual Studio – SQL Server Object Explorer
AzureRM.SQL PowerShell Module

Azure SQL Database Security

Security Center for SQL Server Database Engine and Azure SQL Database
Server-level Security Features
Server Firewall Rules
Logins
Master Database Roles

Database-level Security Features
Database Firewall Rules
Users
Database Roles

Managing Database Access
Logins
Users
Managing Role Membership
Permissions