This is an excellent article on linking MS Access to SQL Azure – which is just great if you are wanting to use your VBA skills direct on your SQL Database.
FMS Professional Solutions Group – Luke Chung MVP article
It should be noted that the Primary Key will need to be set to Integer in the SQL Database rather than Big Int otherwise it will appear as #DELETED# when you go in and view the data. This may not be an issue going forward for some users of Office 365 Access 2016 as Microsoft are introducing support for Big Int in MS Access. Congratulations to Microsoft on that small but important change.