Introduction Today, in this article let's play around with one of the interesting and most useful concepts in Windows Azure. Question: What is firewall rule setup? In simple terms "It enables sending and receiving traffic based on firewall rules". Step 1: Navigate to the Database tab in Windows Azure Portal. Step 2: Click on "Create" to create a database. Enter all the required fields. Step 3: Now try adding firewall boundaries. Step 4: A firewall rule has been successfully established.