Azure service principals (or App regs.) is nice secure way to connect to fx. a Azure SQL manage instance and then perform querys using PowerShell. This is an ideal alternativ to using a local Service Account. The upside to this is that you can authenticate with a secret or with a certificate that you create for yourself or the machine you are running your script(s) from.
When you create a Azure SQL database (DB) right of the bat, you will be faced with the need to assign permission in the database to users or security groups. Normally on a on-prem SQL DB it’s no problem and can be done using the GUI in SSMS. But for a Azure SQL DB, there is no GUI to assign permissions, you you will need to use SQL querys to assign permissions to users or groups. Let me show you how to assign SQL DB permissions to a AAD security group.