Connecting to Azure SQL Database

I am trying to connect to our Azure database from our Ground Plex using the Snap Azure SQL - Execute. Here is the error I get. I use the same connection from SQL Server Mgt Studio and it works fine.

Failed to create a database connection.

The TCP/IP connection to the host peasql-1297393639.database.windows.net, port 1433 has failed.
Error: "Connection timed out: no further information. Verify the connection properties.
Make sure that an instance of SQL Server is running on the host and accepting TCP/IP connections at the port.
Make sure that TCP connections to the port are not blocked by a firewall.

Any suggestions would be appreciated.
Guy