permissions – attach a database to azure sql

I would like to attach a .mdf file to my Microsoft Azure SQL database via SQL Server Management Studio, but when I try to right click to the “database” I can see the following:

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As you can see there is no attach option, however when I do not login to this cloud server I can see the attach option there, and i could succesfully attach it, but it should be on the cloud.

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I think I need to set some kind of permission somewhere, but I don’t know what or where.

tried to find this permission options somewhere