Do you mean SQL Azure? If so, then we are currently evaluating adding support for SQL Azure.
Currently, it wouldn't be trivial to take the OGDI codebase as it is and get it working with SQL Azure. Depending on what you are looking for, WCF Data Services (formerly known as ADO.NET Data Services) might give you what you need:
Have a look at this video.
How Do I: Getting Started with ADO.NET Data Services over a Relational Database
The commonality between WCF Data Services and OGDI is OData (www.odata.org). With OGDI, we offer more than just an OData service. We offer an ISDK, Data Loader, AND an OData service. Our OData service
also has extensions to support returning data as KML for mapping scenarios. This feature is dependent on our storage design. You could recreate this approach with SQL Azure (and we plan to), but it is not implemented yet. There
are other things about our service that are a little different than what is provided "out of the box" when you use WCF Data Servcies to build an OData service. We're working on better documentation and videos to explain some of this.
I hope this answer helps.