Explanation

Scenario: Authenticate database users by using Active Directory credentials.
The configuration steps include the following procedures to configure and use Azure Active Directory authentication.
Create and populate Azure AD.
Optional: Associate or change the active directory that is currently associated with your Azure Subscription.
Create an Azure Active Directory administrator. (Step 1)
Configure your client computers.
Create contained database users in your database mapped to Azure AD identities. (Step 2) Connect to your database by using Azure AD identities. (Step 3) Reference:
https://docs.microsoft.com/en-us/azure/azure-sql/database/authentication-aad-overview