The Microsoft.Data.SqlClient assembly ships with the SqlServer powershell module. Azure Automation gives you the ability to add powershell modules which you can import from your script. You can visit this link and/or follow the instructions below on how to do this.

• Visit your Automation account
• Select "Modules" under "Shared Resources"
• Select "Add a module"
• Select the "Browse the Gallery" radio button
• Select "Click here to browse from gallery"
• Give SqlServer as the name of the module and press enter to search
• Select "SqlServer" from the list
• Select the "Select" button from the bottom of the stage.

And there you have it. 8 easy steps... just... 8 whole steps. UX at its finest.