根据我的测试，如果你想连接azure sql本地机，请参考以下步骤
创建服务主体

az ad sp create-for-rbac -n 'name' --skip-assignment

将服务主体添加为azure sql数据库包含的用户。
设置环境变量。请将以下变量设置为环境变量

AZURE_TENANT_ID: ID of the service principal's tenant. Also called its 'directory' ID.

AZURE_CLIENT_ID: the service principal's client ID

AZURE_CLIENT_SECRET: one of the service principal's client secrets

软件开发包

<dependency>
    <groupId>com.azure</groupId>
    <artifactId>azure-identity</artifactId>
    <version>1.0.7</version>
</dependency>
<dependency>
    <groupId>com.microsoft.sqlserver</groupId>
    <artifactId>mssql-jdbc</artifactId>
    <version>8.2.2.jre8</version>
</dependency>

代码

public static void main( String[] args )
    {
     AccessToken token= GetAccessToken();
     SQLServerDataSource ds = new SQLServerDataSource();

        ds.setServerName("<>.database.windows.net"); // Replace with your server name.
        ds.setDatabaseName("demo"); // Replace with your database name.
        ds.setAccessToken(token.getToken());

        try (Connection connection = ds.getConnection(); 
                Statement stmt = connection.createStatement();
                ResultSet rs = stmt.executeQuery("SELECT SUSER_SNAME()")) {
            if (rs.next()) {
                System.out.println("You have successfully logged on as: " + rs.getString(1));
            }
        }

    }

    public static  AccessToken GetAccessToken() {
        DefaultAzureCredential creds = new DefaultAzureCredentialBuilder()
                .build();
        TokenRequestContext request = new TokenRequestContext();
        System.out.println("444");
        request.addScopes("https://database.windows.net//.default");
        String token;
        AccessToken accesstoken=creds.getToken(request).block();

        return accesstoken;

    }