True ETL Tools
If you need more than just to copy data from Magento to SQL Azure, you may use Skyvia's powerful ETL functionality for Magento and SQL Azure integration. Skyvia's Import tool will correctly extract Magento data, transform it, and load to SQL Azure when SQL Azure tables have different structure than Magento objects. Moreover, Skyvia Import allows loading data in any direction, supporting Reverse ETL scenario.
For more complex cases, you can use Data Flow and Control Flow tools. They are designer-based solutions for creating complex data pipelines, involving not only Magento and SQL Azure connectors, but any number of connectors in one integration. With these tools you can automate data workflows, involving custom logic, complex multistage transformations, combine data from different sources, load them into multiple destinations at once and many more.