Hi,
I was able to connect the Azure SQL Database in Virtual Dataport by creating JDBC Data Sources with Microsoft SQL Server<version> adapter. Once the data source is created I was able to define a base view and retrieve data from the Azure warehouse.
For more information, you can have a look at the Knowledge Base article[ How to connect to Azure SQL Data Warehouse from Denodo](https://community.denodo.com/kb/view/document/How%20to%20connect%20to%20Azure%20SQL%20Data%20Warehouse%20from%20Denodo?category=Data+Sources).
Hope this helps!