Difference between SQL Server Azure and SQL Server 200x
Using logins are discouraged. Logins that will be used by your applications should be contained users and not server logins. Create contained users for your applications and users, place one or more database users into a database role and then assign permissions to the database role.

One common reason to create a database user based on a SQL Database server login is for users that need access to multiple databases. Since contained database users are individual entities, each database maintains its own user and its own password. This can cause overhead as the user must then remember each password for each database, and it can become untenable when having to change multiple passwords for many databases. However, when using SQL Server Logins and high availability (active geo-replication and failover groups), the SQL Server logins must be set manually at each server. Otherwise, the database user will no longer be mapped to the server login after a failover occurs, and will not be able to access the database post failover.

As the Sysadmin fixed role does not exist in SQL Azure, if you want to create a "sysadmin" on SQL Azure, in addition to the sysadmin created on the portal, you  need to add that sysadmin login to the dbmanager database role in the master database.

CREATE LOGIN YourSysadminLogin WITH PASSWORD = 'hSUj4Grd' -- Dec 13, 2018

CREATE USER YourSysadminLogin FROM LOGIN YourSysadminLogin;

ALTER ROLE dbmanager ADD MEMBER YourSysadminLogin;


YourSysadminLogin, as it belongs to dbmanager, it now can perform privileged tasks like been able to create and drop databases.

If you want YourSysadminLogin to manage logins also (create/alter/drop logins) add it to the loginmanager database role in the master database.

ALTER ROLE loginmanager ADD MEMBER YourSysadminLogin;


Create your YourSysadminLogin as a user on user databases and assign it db_owner.

CREATE USER YourSysadminLogin FROM LOGIN YourSysadminLogin;
GO
ALTER ROLE db_owner ADD MEMBER YourSysadminLogin; 
GO


Now you have created a sysadmin.