Yes, the SQL is always the very same SQL that you learn and use in different database-related applications. However, the only thing you should worry about is the configuration of your application to connect to the Azure SQL database services.
In your web.config file, you can set all of the configuration settings; including the SQL connections to database. From
this MSDN documentation[
^], you would specify the connection string for your database in such a way,
<connectionstrings>
<add name="SQLAzureConnection" connectionstring="Data Source=<ProvideServerName>.database.windows.net;Initial Catalog=TestDb;User ID=<ProvideUserName>;Password=<ProvidePassword>;Encrypt=true;Trusted_Connection=false;"
providerName="System.Data.SqlClient" />
</add></connectionstrings>
Now fill these values, the servername and other basic information like the database name and the username/password combination for your website (on the azure server).