basic things to check:
- new firewall inbound rule inside the VM enabling sqlservr.exe. You can make it as restrictive as you want but start with allowing all inbound connections first to verify it works then lockdown one thing at a time
- new firewall inbound rule inside the VM enabling sqlbrowser.exe. Needed if running named instance.
- new endpoint for the Azure VM (via Azure portal) to enable SQLServer port. Some users specify some arbitrary unused port for publicand SQL Server's default 1433 for private to reduce noise from portscanners that roam the internet looking for common targets. There are pros/cons to this or using default for both. You candecide what's appropriate or talk to your security folks forguidance.
- TCP/IP enabled for SQL Server, should be enabled by default but takes 30sto verify via Configuration Manager
- SQL Server enabled for remote access, yes another obvious one but never hurts to verify