This is something I have done a few years ago but I cannot remember how it is supposed to be done.
I have a Azure SQL Database Managed Instance and I access to my database there.
Its not an authentication issue I believe, since I can access to my data through Microsoft SQL Server Management Studio, and the same user and password Im using in KNIME with the node “MySQL Connector”, but I get the error:
“Execute failed: Communications link failure The last packet sent successfully to the server was 0 milliseconds ago. The driver has not received any packets from the server.”
It looks like we may not have a JDBC driver bundled to connect to MySQL / Azure SQL. This is usually the case due to licensing restrictions. You can download the appropriate driver (in your case likely from here) and then register the JDBC driver in KNIME (step-by-step guide).
Quick addition: for SQL Server we also have a dedicated connector which may work out of the box, saving you the extra step from registering a JDBC driver: