EXEC master.dbo.sp_addlinkedserver @server = N'<nick_name_to_use>', @srvproduct=N'', @provider=N'sqlncli', @datasrc=N'<Azure_server_address>', @catalog=N'<initial_database>' EXEC master.dbo.sp_addlinkedsrvlogin @rmtsrvname=N'<nick_name_to_use>', @useself=N'False', @locallogin=NULL, @rmtuser=N'<user_name>', @rmtpassword='<password>'