Can't connect Node.js server to Azure SQL Database

I'm running a simple Node.js server on Heroku. I've set up an Azure SQL database and I'm just trying to establish a connection to it from the server. I'm using tedious.js to connect. As far as I can tell, I'm following the patterns in the docs, but the connection doesn't go through. This is the code I have (altered username and password). For now, the connect function is called upon a GET request to the "/data" page from my browser, but the page never loads and the connection never goes through. Any pointers?

var azure = require("azure-storage");

var Connection = require("tedious").Connection;

var config = {
  Server : "my-db.database.windows",
  username : "XXXXX",
  password : "XXXXX",
  options : {
    port: 1433,
    Database : "my-db",
    connectTimeout : 3000,
  },
};


var connection = new Connection(config);

function connect(request, response) {
  connection.on("connect", function(error) {
    //If no error, then good to go
    console.log("Connected to database! Booyah.");
    executeStatement();

    response.send("Connected to database! Booyah.");
  }, function (info) {
    console.log(info);
  });
}

exports.connect = connect;

I echo the answers provided by the community. Here is a quick code sample that can help you get started -

var Connection = require('tedious').Connection;
var config = {
    userName: 'yourusername',
    password: 'yourpassword',
    server: 'yourserver.database.windows.net',
    // When you connect to Azure SQL Database, you need these next options.
    options: {encrypt: true, database: 'AdventureWorks'}
};
var connection = new Connection(config);
connection.on('connect', function(err) {
    // If no error, then good to proceed.
    console.log("Connected");
    executeStatement();
    //executeStatement1();

});

var Request = require('tedious').Request;
var TYPES = require('tedious').TYPES;

function executeStatement() {
    request = new Request("SELECT TOP 10 Title, FirstName, LastName from SalesLT.Customer;", function(err) {
    if (err) {
        console.log(err);} 
    });
    var result = "";
    request.on('row', function(columns) {
        columns.forEach(function(column) {
          if (column.value === null) {
            console.log('NULL');
          } else {
            result+= column.value + " ";
          }
        });
        console.log(result);
        result ="";
    });

    request.on('done', function(rowCount, more) {
    console.log(rowCount + ' rows returned');
    });
    connection.execSql(request);
}
function executeStatement1() {
    request = new Request("INSERT SalesLT.Product (Name, ProductNumber, StandardCost, ListPrice, SellStartDate) OUTPUT INSERTED.ProductID VALUES (@Name, @Number, @Cost, @Price, CURRENT_TIMESTAMP);", function(err) {
     if (err) {
        console.log(err);} 
    });
    request.addParameter('Name', TYPES.NVarChar,'SQL Server Express 2014');
    request.addParameter('Number', TYPES.NVarChar , 'SQLEXPRESS2014');
    request.addParameter('Cost', TYPES.Int, 11);
    request.addParameter('Price', TYPES.Int,11);
    request.on('row', function(columns) {
        columns.forEach(function(column) {
          if (column.value === null) {
            console.log('NULL');
          } else {
            console.log("Product id of inserted item is " + column.value);
          }
        });
    });     
    connection.execSql(request);
}

About the firewall rule, it depends on where you are running the app. If you are running it on Heroku, you have to add the IP of the Heroku server. Is it a Linux VM? Here is a stack overflow answer that you might want to check out.