ContosoCustomDatabaseInitializer.cs

    public class ContosoCustomDatabaseInitializer : IDatabaseInitializer<SchoolContext>
    {
        public void InitializeDatabase(SchoolContext context)
        {
            if (context.Database.Exists())
            {
                if (!context.Database.CompatibleWithModel(true))
                {
                    context.Database.Delete();
                }
            }

            CreateAzureSqlDatbase();

            // could check that the DB exists
            // could execute SQL on the server now if it does
        }

        private void CreateAzureSqlDatbase()
        {
            // could parse the connection string and extract these values if we wanted to.
            var serverName = CloudConfigurationManager.GetSetting("AzureSqlDatabaseServerName");
            var databaseName = CloudConfigurationManager.GetSetting("AzureSqlDatabaseName");

            var subscriptionId = CloudConfigurationManager.GetSetting("AzureSubscriptionId");
            var certificateThumprint = CloudConfigurationManager.GetSetting("AzureManagementCertThumprint");

            // would need to upload your management certificate along with your web application
            var certificate = LoadCertificate(certificateThumprint);

            var credentials = new CertificateCloudCredentials(subscriptionId, certificate);

            using (var client = new SqlManagementClient(credentials))
            {
                var database = client.Databases.Get(serverName, databaseName).Database;

                if (database == null)
                {
                    var creationParameters = new DatabaseCreateParameters
                    {
                        Name = databaseName,
                        Edition = "Standard",
                        MaximumDatabaseSizeInGB = 10,
                    };

                    client.Databases.Create(serverName, creationParameters);
                }
            }
        }

        private X509Certificate2 LoadCertificate(string certThumprint)
        {
            // load the certificate from the appropriate location.
            // There's a bunch of samples online on how to do this.
            // See code sample here for how: http://msdn.microsoft.com/en-us/library/azure/dn505701.aspx
            return new X509Certificate2();
        }
    }