Migrating or exporting a database from azure to SQL Server 2016
Export the Data-tier to local disk from the Azure database. It will save a bacpac file.
  
  
  Right click the database you need to export --> Task-->Export
  data-tier application and follow the steps until the bacpac file is
  created.
  
  
  Import the backpack file from the local disk to the On premises Instance by using the same utility from tasks.
  
  
  Right click the database branch in your on premise instance --> Import
  data tier application and now use the bacpac file saved in first step
  to create the database.