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I have an application written in VB, which used to connect with a Microsoft SQL Server, which is placed on a VM in the domain, using Windows Authentication(Local Domain).

But, I have moved my DB to a SQL Server which is placed on an Azure VM.

My problem is that i don't know how i can use Windows Authentication(or somehow to "ask" the Active Directory about the user who tries to connect).

I have seen the modes of SQL Server:

  • Active Directory - Password
  • Active Directory - Integrated

but i can't understand how i can use them. Should i have to do trust relation between 2 domain(Local, Azure)?

Can someone help?

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I have moved my DB to a SQL Server which is placed on an Azure VM.

SQL on an Azure VM is the same product you might run on-premises, and supports SQL Auth and Windows Integrated Auth. The Azure Active Directory authentication methods supported by Azure SQL Database and Azure SQL Data Warehouse are not applicable to SQL Server running in an Azure VM. See:

Azure Active Directory authentication is a mechanism of connecting to Azure SQL Database and SQL Data Warehouse by using identities in Azure Active Directory (Azure AD).

See Use Azure Active Directory Authentication for authentication with SQL Database, Managed Instance, or SQL Data Warehouse

For SQL Server running in an Azure VM you use either SQL Authentication or Windows Authenticationl, as outlined here Authentication in SQL Server

You can use Windows Auth in your VM with either local accounts (created on the VM), or you can deploy a Domain Controller on a separate VM into your VMs VNET and use identities from the Domain. The Domain Controller you deploy into your Azure VNET can be an isolated Domain, or it can be a replica for your on-premises domain. If you want to deploy a replica of your on-premises domain into an Azure VNET you also will need to use a site-to-site VPN or ExpressRoute, as explained here Guidelines for Deploying Windows Server Active Directory on Azure Virtual Machines

UPDATE

SQL Server 2022 introduced support for Entra ID Auth (aka AAD Auth) https://learn.microsoft.com/en-us/sql/relational-databases/security/authentication-access/azure-ad-authentication-sql-server-overview?view=sql-server-ver16

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