Refer to (Microsoft SQL Server). Along with the indexes provided from the SQL Server codebase, Azure SQL Database produces recommendations for ADD/DROP INDEX in order to optimize its plans. It does this by monitoring the performance of queries across all SQL Database instances on the Azure cloud. It performance statistics of queries across all databases to develop models to estimate performance gains on a non-existent index for a certain query in a database instance. These estimates are used to create recommendations for adding and dropping indexes and the application can choose to automatically have these recommendations applied.
http://www.windowsazure.com/en-us/services/sql-database/
Microsoft
2009
SQL Azure, SQL Server Data Services, SQL Services, Windows Azure SQL Database