Even though your DB is in Azure, you should still be able to use the batch scripts to set up the database. You will need to pass in the following parameters for each: (Anything in bold is a required parameter.)
thingworxMssqlDBSetup.bat -h <your SQLServer IP or hostname> -i <SQL Instance name if necessary> -p <port if different than 1433> -a <Admin username for your database instance> -l <Username that was created for ThingWorx> -d <Database Name for Thingworx, otherwise uses "thingworx"> -u <same user as -l prior>
thingworxMssqlSchemaSetup.bat -h <your SQLServer IP or hostname> -i <SQL Instance name if necessary> -p <port if different than 1433> -l <Username that was created for ThingWorx> -d <Database Name if different than "thingworx">
You will need to have a SQL client installed on the machine that these scripts are run from, and the sqlcmd executable should be in your path.
If you need to move the scripts to another machine, make sure you copy the entire install folder and not just the batch scripts. The batch scripts run the SQL scripts also in the same folder.