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Add Azure Ad MFA support to connect to Azure Sql Server #1819

@Zysce

Description

@Zysce

Is your feature request related to a problem? Please describe.
Right now, it is not possible to connect to Azure Sql Server without user/password:

#!connect mssql --kernel-name domo "Persist Security Info=False; Integrated Security=true; Initial Catalog=<db>; Server=<srv>.database.windows.net"

Error: System.Exception: Windows logins are not supported in this version of SQL Server. at Microsoft.DotNet.Interactive.SqlServer.MsSqlKernel.ConnectAsync() at Microsoft.DotNet.Interactive.SqlServer.MsSqlKernelConnector.ConnectKernelAsync(KernelInfo kernelInfo) at Microsoft.DotNet.Interactive.SqlServer.ConnectMsSqlCommand.ConnectKernelAsync(KernelInfo kernelInfo, MsSqlKernelConnector connector, KernelInvocationContext context)

image

I tried
#!connect mssql --kernel-name domo "Server=tcp:<srv>.database.windows.net,1433;Initial Catalog=<db>;Persist Security Info=False;MultipleActiveResultSets=true;Encrypt=True;TrustServerCertificate=False;Connection Timeout=30;"

It is a different issue

Error: System.Exception: Login failed for user ''. at Microsoft.DotNet.Interactive.SqlServer.MsSqlKernel.ConnectAsync() at Microsoft.DotNet.Interactive.SqlServer.MsSqlKernelConnector.ConnectKernelAsync(KernelInfo kernelInfo) at Microsoft.DotNet.Interactive.SqlServer.ConnectMsSqlCommand.ConnectKernelAsync(KernelInfo kernelInfo, MsSqlKernelConnector connector, KernelInvocationContext context)

Describe the solution you'd like
Add Azure Ad MFA for Sql .net interactive

Describe alternatives you've considered
Right, I am using user/password but it would be better to remove the needs of credentials for the connection string

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