Step 1: First Download Power Query if you don’t have one from http://www.microsoft.com/en-us/download/details.aspx?id=29074 This link is SQL Server 2012 PowerPivot for Excel 2010 and if you have the later versions Excel you may need to find another link for it.
Step 2: Go to SQL Azure management portal and grab your database connection address. If you already have this address you could skip this step
Step 3: On PowerPivot window click on From Database button on the ribbon and choose From SQL Server Database then enter your server name from step to and your account information as follows then click Next
Step 4: On the next dialog if you don’t want to select the entire table click on Write query then click Next
Step 5: On the next dialog enter your query click on Validate to check your query works then click on Finish.
After your click on Finish PowerPivot will download your tables or a query value
On the data you refreshed you could do the regular data manipulations such as create pivot tables.