To connect to your SQL Server database in Visual Studio start a new project and bring up Server Explorer either by clicking on the tab next to the Toolbox or by going to View > Server Explorer. Right click on 'Data Connections' then click 'Add Connection'.
Here are the three web pages on which we found the answer. The most difficult part was setting up static ports for SQLEXPRESS.
Provisioning a SQL Server Virtual Machine on Windows Azure. These initial instructions provided 25% of the answer.
How to Troubleshoot Connecting to the SQL Server Database Engine. Reading this carefully provided another 50% of the answer.
How to configure SQL server to listen on different ports on different IP addresses?. This enabled setting up static ports for named instances (eg SQLEXPRESS.) It took us the final 25% of the way to the answer.
The fact that you're getting an error from the Names Pipes Provider tells us that you're not using the TCP/IP protocol when you're trying to establish the connection. Try adding the "tcp" prefix and specifying the port number:
tcp:name.cloudapp.net,1433
I too struggled with something similar. My guess is your actual problem is connecting to a SQL Express instance running on a different machine. The steps to do this can be summarized as follows:
At this point you should be able to connect remotely, using SQL Authentication, user "sqlUser" password "sql" to the SQL Express instance configured as above. A final tip and easy way to check this out is to create an empty text file with the .UDL extension, say "Test.UDL" on your desktop. Double-clicking to edit this file invokes the Microsoft Data Link Properties dialog with which you can quickly test your remote SQL connection
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