In order to connect to Azure SSAS (Azure Analysis Services), I would create a Multidimensional DB data source in the Virtual DataPort Administration Tool and choose the Database adapter as Azure Analysis Service. Then, I will provide the necessary configuration details and connect to the data source.
You could take a look at [Multidimensional Database Sources](https://community.denodo.com/docs/html/browse/7.0/vdp/administration/creating_data_sources_and_base_views/multidimensional_database_sources/multidimensional_database_sources#multidimensional-database-sources) section under the Virtual DataPort Administration Guide which explains about the configuration parameters required for Azure Analysis Services.
Also, **note** that in case you are using DENODO EXPRESS 7.0, then there may be few limitations in terms of creating Multidimensional DB data sources as stated in the document [Limitations of the Denodo Express License](https://community.denodo.com/docs/html/browse/7.0/platform/installation/appendix/limitations_of_the_denodo_express_license/limitations_of_the_denodo_express_license) under the Denodo Platform Installation Guide. Hence, to create this data source, I would use the full version of Denodo Platform 7.0 with the latest update.
Hope this helps!