Connect a database in Azure to Mathematica?

Hi I have connection to SQL database via Azure Active Directory. How can I connect it to Mathematica.
I have no idea how I can use this OpenSQLConnection—Wolfram Documentation.

I can not see way to set path to database.

Do you know how to connect to it without Mathematica? What SQL database are you using?

This is a example on my laptop. I work with Oracle on my local machine:

Needs["DatabaseLink`"]
Needs["JLink`"]
$connection=OpenSQLConnection[JDBC["Oracle","localhost:1521/aaaa"],"Username"->"bbbb","Password"->"cccc"]

‘aaaa’ is the name of the database
‘bbbb’/çcc’ is my password & username to connect to my local database.

And then I can make my first SQL statement:

var=SQLExecute[$connection,"select * from tabelname  WHERE ROWNUM <= 972"];

Our back office adminer - Mysql , or Power BI

-Mysql
I tried

to transform to Mathematica
but It failed.

OpenSQLConnection[JDBC["MySQL(Connector/J)", "locahost"], 
 "Username" -> "xxxxx", "Password" -> "xxxx"]
JDBC::error: Access denied for user 'name@'localhost' (using password: YES)

Password is correct, but I have read only access. So I do not know if this is the reason why it failed.

We use also Power BI.

I have created dump of my Sql database. When I want to create sql connection, I will replace “localhost:1521/aaaa” by C://… .
Is that correct?
But this error appears
JDBC::error: Cannot load connection class because of underlying exception: ‘java.lang.NumberFormatException: For input string: “\Users.…”’.

what is the file format?

SQLText file

Can you import the file with Import[]

No I cant see .sql format as option

There is not a standard .sql format as each sql database has unique features so it is usually meant to be used within the same system. To export data from say MySQL into Mathematica you could use the mysqldump command with the --tab option:

But you should be able to connect to MySQL directly using DatabaseLink. The access denies error that you are getting can probably be solved by using the MySQL GRANT command.