import pyodbc
server = 'tcp:myserver.database.windows.net'
database = 'mydb'
username = 'myusername'
password = 'mypassword'

#Connection String
cnxn = pyodbc.connect('DRIVER={ODBC Driver 13 for SQL Server};SERVER='+server+';DATABASE='+database+';UID='+username+';PWD='+ password)
cursor = cnxn.cursor()

#Sample select query
cursor.execute("SELECT @@version;")
row = cursor.fetchone()
while row:
    print row[0]
    row = cursor.fetchone()

#Sample insert query
cursor.execute("INSERT SalesLT.Product (Name, ProductNumber, StandardCost, ListPrice, SellStartDate) OUTPUT INSERTED.ProductID VALUES ('SQL Server Express New 20', 'SQLEXPRESS New 20', 0, 0, CURRENT_TIMESTAMP )")
row = cursor.fetchone()
while row:
    print 'Inserted Product key is ' + str(row[0])
    row = cursor.fetchone()