Microsoft® Project Code-Named “Houston” is a lightweight and easy to use database management tool for SQL Azure databases. It is designed specifically for Web developers and other technology professionals seeking a straightforward solution to quickly develop, deploy, and manage their data-driven applications in the cloud.
The basic way: SQL Scripts + BCP
There are also other methods you can use to export/import or even sync data like SQL Azure Migration Wizard, SQL Azure Data Sync, and even SSIS (SQL Server Integration Services).
Also, instead of creating database schema using SQL Scripts,
This is a useful post because SQL Server 2008 has just been released a few days ago, and we will have tons of labs and samples, most of them based on Microsoft sample databases like the new version of Northwind sample database,