The Azure SQL Database firewall lets you decide which IP addresses may or may not have access to either your Azure SQL Server or your Azure SQL database.
When creating an Azure SQL Database, the firewall needs to be configured before anyone will be able to access the database. By default, no external access to your SQL Database will be allowed until you explicitly assign permission by creating a firewall rule.
Reference:
https://www.sqlshack.com/configuring-the-azure-sql-database-firewall/

Reference:
https://docs.microsoft.com/en-us/azure/databricks/scenarios/what-is-azure-databricks
https://docs.microsoft.com/en-us/azure/analysis-services/analysis-services-overview
https://docs.microsoft.com/en-us/azure/data-factory/introduction

Azure Data Studio is a cross-platform database tool for data professionals who use on-premises and cloud data platforms on Windows, macOS, and Linux.
Azure Data Studio offers a modern editor experience with IntelliSense, code snippets, source control integration, and an integrated terminal.
Reference:
https://docs.microsoft.com/en-us/sql/azure-data-studio/download-azure-data-studio

Reference:
https://docs.microsoft.com/en-us/azure/architecture/data-guide/big-data/batch-processing