This post shows you how to Export Data from Azure ML (machine learning) experiment to SQL Azure.
Many documents I found told you can export the data to SQL Azure from Azure ML but the way the taught you to configure to SQL Azure is extremely unfriendly.
You will first drag the Export Data under the Data Input and Output group in Experiment Items at the left pane.
Go to the output Dataset, in the sample belong is called Select Column in Dataset. Click on Launch column selector.
Select the column you want to output.
Create those column in SQL Azure. Create them with nvarchar data type then later.
Here is the important point. Once you get all the database name and account correct. Then what to input in Comma separated list of columns to be saved and Comma separated list of datatable columns.
In Comma separated list of columns to be saved type Scored Labels,Scored Probabilities,age,race,sex.
In Comma separated list of datatable columns type [Scored Labels],[Scored Probabilities],age,race,sex.
All according to the field.  is used because SQL Server does not accept space in between the field name.