How can I learn how to use SQL on the Internet (Azure SQL Database, Managed Instance, SQL Server VM)

You know how to use SQL Server on premises. But where you can start with online SQL?
My SQL Server Udemy courses are:
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If you want to learn Azure SQL, you have three choices:
1. Trial and error,
2. Microsoft's online documentation, and
3. A video course.
We'll explore each of those in this video.
2. Microsoft's documentation