BCP via Linux Centos 7, cannot connect to Azure SQL
For Azure SQL Database, include the database name on the command line:

bcp schema.table_name in "path to csv file" -S example.database.windows.net -U user_name -P "password" -d schema -c -t ',' -d YourDatabase


EDIT:

If your password contains characters which must be escaped (e.g. ';' but not '%'), you need to enclose the password string in braces:

bcp schema.table_name in "path to csv file" -S example.database.windows.net -U user_name -P "{pass;word}" -d schema -c -t ',' -d YourDatabase