Weng Tan， 

Hi Weng Tan, 

您是否通过SSMS连接到Azure SQL数据库？

Are you connecting to Azure SQL Database through SSMS?

来自在线图书，  连接到SSIS目录（SSI SDB）在Azure中

From the online-books, Connect to the SSIS Catalog (SSISDB) in Azure

您似乎需要在"选项"中选择SSISDB。 

It seems that you need to select the SSISDB in the "Options".