I have a SQL Server Database on Azure Cloud and I want to get a report server up and runnning using SSRS that would accesses the data on that database.
Does anyone
That's correct, you'll need to migrate your database to a SQL Server running in an Azure VM. You can use the Azure Export Service (https://msdn.microsoft.com/en-us/library/f6899710-634e-425a-969d-8db1267e9471#ExportDB) to export your Azure Database into a dacpac. You can then import the dacpac to the SQL Server VM.