Given the connection string:

Data Source=tcp:xxxxxxx.database.windows.net,1433;Initial Catalog=DatabaseName;User ID=zzzzz@xxxxxxx;Password=aaaaaa;Trusted_Connection=False;Encrypt=True;Connection Timeout=30;Application Name=YourAppName;
Connection screen shot

Server name: xxxxxxx.database.windows.net,1433 "xxxxxxx" represents the server name

Login: zzzzz@xxxxxxx "zzzzz" represents your username, and "xxxxxxx" the server name

Password: aaaaaa represents your real password