Hi @PKumar
In order to answer your question we need more information. I am going to assume you are talking about Azure SQL Database,
Azure SQL Database is now supported by SAS 9.4M4 SAS/ACCESS Interface to Microsoft SQL Server. There are some differences between Azure SQL Database and Microsoft SQL Server. These differences are covered in the following SAS Note: http://support.sas.com/kb/59/619.html
Holler if you need more info.
Jeff