Installing SQL Express:Download SQL Express installerSwitch to an account with full local admin permissions (our regular accounts don't have these so I had to use a global admin account instead) and install SQL Express with that accountOnce installation completes, make a note of the connection string you're given on the final page of the installerOpen SSMS and connect to the database - default name is localhost\sqlexpressNavigate to Security -> Logins -> New LoginAdd the regular (non-admin) domain account that you'll be using most of the timeOnce added, open that account under the Logins section and then open the "Server Roles" pageAdd the account to the "sysadmin" role
Obtaining the Azure database:Open the database and select the "Export" option at the top of the "Overview" pageChoose a storage account and container to drop the export file in and enter the server admin credsOnce the file has been created, access that storage …