SQL Azure has no scheduling capabilities at all. If you want to schedule something like, oh, I don’t know, a backup, you need to use SQL Agent or some other utility. In order to make that work, you need to use a command line. I’ve recorded a video on how I set up a SQL Agent job to run PowerShell scripts to backup my SQL Azure database. Check it out.

For an even better presentation on how to do this, go over to TJay Belt’s blog and read several of his posts. He lays it out much better than my videos.