I started to play a bit with Windows Azure lately.
In Visual Studio 2013, I found a Windows Azure link in the Server Explorer. The SQL Databases under this section was empty even if was seing everything else.
After many tries, I finally found the solution which my friend Guy Barrette blogged before me (you can read it from http://blog.guybarrette.com/post/2014/03/25/SQL-Database-not-listed-in-Visual-Studio.aspx).
I have also produce a short video explaining how to fix it. You can watch it from www.azurerocks.com/E9h_TBI3ktA or from http://www.azurerocks.com/dZLH9y6e93M if you prefer the French version.