How Can I Measure How long a query takes on Azure SQL Data Warehouse
Add a label to your query using the OPTION ( LABEL ... ) syntax which is supported in Azure SQL Data Warehouse.  You can then monitor it either via the portal or using the DMV sys.dm_pdw_exec_requests, for example

SELECT *
FROM dbo.yourBillionRowTable
OPTION ( LABEL = 'Your Unique Query Label 042' )


-- In a separate window...
SELECT *
FROM sys.dm_pdw_exec_requests
WHERE [label] =  'Your Unique Query Label 042'


Results:


Or monitor it in the portal: