I have an Azure SQL Database that I currently connect to from my on-premises laptop computer. I would like to install SSMS on an Azure Virtual Machine and have my complete stack in the Azure Cloud. Is it possible to install SSMS (or comparable tool) on an Azure VM and connect to an Azure SQL Database and Azure Data Warehouse? 

I looked in the Azure Marketplace and don't see any images for SSMS. I'm assuming I'm just missing something so I would appreciate it if you can set me straight.