This is May 2014, and the Silverlight online tool is simply not much better.
Best approach is to use SSMS (SQL Server Management Studio) you can even use the free tools tool. Connect to your Azure with the portal supplied server url / port ... and then your username /password.
Say that you created scripts from existing database tables and want to run this script, you have much more freedom and control with SSMS than on the Internet.
To create a table, note a few caveats. One common is that not all T-SQL is supported, but a typical script from another database table (s), which you ultimately need to disable the two "ON" [PRIMARY] "parts of the create statement
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