Question: I'm running with a SQL Database in Azure and have setup auditing through the portal and enabled all options. I'm connecting to the DB through SQL Server Management Studio using the .secure. option to make sure stuff is audited but when I run a SQL query against the DB in SSMS I don't see any "Data Access" auditing.

Am I misunderstanding what "Data Access" is actually auditing.

I've checked the audit table and I see things like my login but nothing resembling any of the queries I've done.

Si

Answer: 
Not an answer as such but am now seeing the Data Access requests although it looks like it took hours to appear. However I've now run some tests and the data seems to appear pretty quickly so I can only guess there was some initial delay in setting up the full auditing. Thanks for the responses.
You should have been prompted to setup an Azure Storage Account into which the audit logging information is written. You then need to download that data to analyse it.

There is a [very good "how to"](http://azure.microsoft.com/en-us/documentation/articles/sql-database-auditing-get-started/) on the Azure documentation site on configuration of this new feature and how to consume the data it captures.