Cannot connect to Azure SQL Database

I am trying to create a new connection to our Azure SQL server, but I am having authentication issues. Users in the database are configured with Active Directory. For some reason I am unable to use the Windows Authentication, even though I can login using my AD credentials using other database connection tools. See below errors
Windows Authentication
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User/Pass
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Hi Josh,

Windows Identity can only be used to connect to a local SQL Server as it only works with local AD. Azure AD is a very different beast. To connect to Azure SQL with Windows identity, try using the ODBC connector, instead of the native SQL Server connector. You will also need to install an ODBC driver for Azure SQL and configure an ODBC connection in Windows.

Thanks for the information. Can you point me to some documentation for installing that ODBC driver? Is that a EasyMorph Driver or an open source thing I can grab from the Internet?

I found this documentation from Microsoft

I was able to get the connection working. Thank you for pointing me in the right direction.

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You are welcome!