We currently do not support Azure SQL as a data source. However, this is on their roadmap for an enhancement, but currently not targeted for the next TDM release, 4.9.1, which they are currently preparing for. The Enhancement request for Azure SQL support is being tracked under UserStory US657599. If you require future updated for this enhancement, please check with your Broadcom account team, or you can post a query to the TDM Community page, along with the User Story #, and our Product Management team can provide you an update.
The most recent TDM release is TDM 4.9, which can be downloaded from the Broadcom Support Portal (https://support.broadcom.com).