Question:

Is SQL azure and SQL Server the same?

Answer:

I would recommend you read:

1. General Guidelines and Limitations SQL Azure (BOL)

2. SQL Azure vs SQL server (Technet Wiki)

3. Diagrammatic representation of “SQL Azure VS SQL server”

Link:

http://social.msdn.microsoft.com/Forums/en-US/ssdsgetstarted/thread/dc4ddeff-d92d-42b0-9feb-407092e58b05/