I have signed up for Azure, created a SQL Server item, but cannot see how to, from there, create a DB (create and design the tables, IOW the DDL part of things). Is this something I need to do with the SQL Design Tools, and then export this from Visual Studio / import into the Azure account? Or how is it done?
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If you don’t want to use the SSMS as other have suggested you can use the silverlight management tool online to execute TSQL Commands; the upside of this is that you have designer support which SSMS lacks.
Once you have selected your DB in the Azure portal click the manage button:
From there a new window will open where you will have to log into the SQL Server.
Once you have logged into your SQL Server you will have the option to create new tables, create procedures etc.
One handy hint, if you go into your SQL Azure details screen you will notice a section to retrieve connection string snippets that may come in handy hooking up your back-end to your application: