If you need to allow connections from a specific IP address to your Azure SQL database, you can do this using the Azure SQL firewall.
The rule is set up at the SQL server level, so if you have the SQL database open in the Azure portal, navigate up a level to the server (the link under “Server name” in the overview will do this).
Against the SQL server, you’ll find “Firewall / Virtual Networks” under the “Settings” group of icons.
You’ll need to switch on “Allow access to Azure services”, then you can add a new IP address (or range) to the list of IP addresses allowed to connect. The screen even shows your current IP address, in case you are attempting to add yourself!