What is SQL Azure?

SQL Azure is Regular SQL Server but on the cloud, since it was build on vitualization it has some restrictions. this cause some t-sql and some actions to be not supported.
lots of services that we have in SQL Server, we do not have in SQL Azure (Like agent, service broker CLR, ect...)

SQL Azure includs: a lot of SQL Servers under the SQL Azure Fabric

Microsoft have 12 DATA Centers all over the world you can choose the place you want your servers:

  6 in north America (North Central US, South Central US)
  2 in Europe (West Europe - Dublin, North Europe - Amsterdam)
  2 in Asia (East Asia,Southeast Asia)
1 in Japan
1 in Brazil

More about DATACenters: