Connecting MVC Application to Windows Azure SQL Server

Connecting MVC Application to Windows Azure SQL Server

I am trying to connect my MVC Application on Windows Azure to use a SQL
Database instead of a localDb .mdf file.
My connection string (copied from azure, sensitive data removed)
Here is the exception in VS2012 I am getting,
Directory lookup for the file
"C:\Projects\Zen\Zen\App_Data\Zen.Repositories.Repository.mdf" failed with
the operating system error 2(The system cannot find the file specified.).
CREATE DATABASE failed. Some file names listed could not be created. Check
related errors.
The error on the site is:
[SqlException (0x80131904): Directory lookup for the file
"C:\Projects\Zen\Zen\App_Data\Zen.Repositories.Repository.mdf" failed with
the operating system error 2(The system cannot find the file specified.).
CREATE DATABASE failed. Some file names listed could not be created. Check
related errors.]
System.Data.SqlClient.SqlConnection.OnError(SqlException exception,
Boolean breakConnection, Action`1 wrapCloseInAction) +1754082
System.Data.SqlClient.SqlInternalConnection.OnError(SqlException
exception, Boolean breakConnection, Action`1 wrapCloseInAction)
+5295874
System.Data.SqlClient.TdsParser.ThrowExceptionAndWarning(TdsParserStateObject
stateObj, Boolean callerHasConnectionLock, Boolean asyncClose) +242
System.Data.SqlClient.TdsParser.TryRun(RunBehavior runBehavior,
SqlCommand cmdHandler, SqlDataReader dataStream,
BulkCopySimpleResultSet bulkCopyHandler, TdsParserStateObject stateObj,
Boolean& dataReady) +1682
System.Data.SqlClient.SqlCommand.RunExecuteNonQueryTds(String
methodName, Boolean async, Int32 timeout) +280
System.Data.SqlClient.SqlCommand.InternalExecuteNonQuery(TaskCompletionSource`1
completion, String methodName, Boolean sendToPipe, Int32 timeout,
Boolean asyncWrite) +405
System.Data.SqlClient.SqlCommand.ExecuteNonQuery() +160
System.Data.SqlClient.<>c__DisplayClassa.<DbCreateDatabase>b__7(SqlConnection
conn) +33
System.Data.SqlClient.SqlProviderServices.UsingConnection(SqlConnection
sqlConnection, Action`1 act) +92
System.Data.SqlClient.SqlProviderServices.UsingMasterConnection(SqlConnection
sqlConnection, Action`1 act) +384
System.Data.SqlClient.SqlProviderServices.DbCreateDatabase(DbConnection
connection, Nullable`1 commandTimeout, StoreItemCollection
storeItemCollection) +276
System.Data.Objects.ObjectContext.CreateDatabase() +84
System.Data.Entity.Migrations.Utilities.DatabaseCreator.Create(DbConnection
connection) +101
System.Data.Entity.Migrations.DbMigrator.EnsureDatabaseExists() +115
System.Data.Entity.Migrations.Infrastructure.MigratorBase.EnsureDatabaseExists()
+34
System.Data.Entity.Migrations.DbMigrator.Update(String targetMigration)
+150
System.Data.Entity.Migrations.Infrastructure.MigratorBase.Update() +33
System.Data.Entity.Internal.DatabaseCreator.CreateDatabase(InternalContext
internalContext, Func`3 createMigrator, ObjectContext objectContext)
+456
System.Data.Entity.Internal.InternalContext.CreateDatabase(ObjectContext
objectContext) +173
System.Data.Entity.Database.Create(Boolean skipExistsCheck) +241
System.Data.Entity.CreateDatabaseIfNotExists`1.InitializeDatabase(TContext
context) +396
System.Data.Entity.Internal.<>c__DisplayClass8.<PerformDatabaseInitialization>b__6()
+67
System.Data.Entity.Internal.InternalContext.PerformInitializationAction(Action
action) +110
System.Data.Entity.Internal.InternalContext.PerformDatabaseInitialization()
+273
System.Data.Entity.Internal.LazyInternalContext.<InitializeDatabase>b__4(InternalContext
c) +31
System.Data.Entity.Internal.RetryAction`1.PerformAction(TInput input) +143
System.Data.Entity.Internal.LazyInternalContext.InitializeDatabaseAction(Action`1
action) +270
System.Data.Entity.Internal.LazyInternalContext.InitializeDatabase() +123
System.Data.Entity.Internal.InternalContext.Initialize() +42
System.Data.Entity.Internal.InternalContext.GetEntitySetAndBaseTypeForType(Type
entityType) +39
System.Data.Entity.Internal.Linq.InternalSet`1.Initialize() +137
System.Data.Entity.Internal.Linq.InternalSet`1.GetEnumerator() +38
System.Data.Entity.Infrastructure.DbQuery`1.System.Collections.Generic.IEnumerable<TResult>.GetEnumerator()
+99
System.Collections.Generic.List`1..ctor(IEnumerable`1 collection) +369
System.Linq.Enumerable.ToList(IEnumerable`1 source) +58
Zenwire.Controllers.CustomerController.Index() in
c:\Projects\Zenwire\Zenwire\Controllers\CustomerController.cs:22
lambda_method(Closure , ControllerBase , Object[] ) +101
System.Web.Mvc.ActionMethodDispatcher.Execute(ControllerBase
controller, Object[] parameters) +14
System.Web.Mvc.ReflectedActionDescriptor.Execute(ControllerContext
controllerContext, IDictionary`2 parameters) +211
System.Web.Mvc.ControllerActionInvoker.InvokeActionMethod(ControllerContext
controllerContext, ActionDescriptor actionDescriptor, IDictionary`2
parameters) +27
System.Web.Mvc.Async.<>c__DisplayClass42.<BeginInvokeSynchronousActionMethod>b__41()
+28
System.Web.Mvc.Async.<>c__DisplayClass8`1.<BeginSynchronous>b__7(IAsyncResult
_) +10
System.Web.Mvc.Async.WrappedAsyncResult`1.End() +57
System.Web.Mvc.Async.AsyncControllerActionInvoker.EndInvokeActionMethod(IAsyncResult
asyncResult) +48
System.Web.Mvc.Async.<>c__DisplayClass39.<BeginInvokeActionMethodWithFilters>b__33()
+57
System.Web.Mvc.Async.<>c__DisplayClass4f.<InvokeActionMethodFilterAsynchronously>b__49()
+223
System.Web.Mvc.Async.<>c__DisplayClass37.<BeginInvokeActionMethodWithFilters>b__36(IAsyncResult
asyncResult) +10
System.Web.Mvc.Async.WrappedAsyncResult`1.End() +57
System.Web.Mvc.Async.AsyncControllerActionInvoker.EndInvokeActionMethodWithFilters(IAsyncResult
asyncResult) +48
System.Web.Mvc.Async.<>c__DisplayClass2a.<BeginInvokeAction>b__20() +24
System.Web.Mvc.Async.<>c__DisplayClass25.<BeginInvokeAction>b__22(IAsyncResult
asyncResult) +102
System.Web.Mvc.Async.WrappedAsyncResult`1.End() +57
System.Web.Mvc.Async.AsyncControllerActionInvoker.EndInvokeAction(IAsyncResult
asyncResult) +43
System.Web.Mvc.<>c__DisplayClass1d.<BeginExecuteCore>b__18(IAsyncResult
asyncResult) +14
System.Web.Mvc.Async.<>c__DisplayClass4.<MakeVoidDelegate>b__3(IAsyncResult
ar) +23
System.Web.Mvc.Async.WrappedAsyncResult`1.End() +62
System.Web.Mvc.Controller.EndExecuteCore(IAsyncResult asyncResult) +57
System.Web.Mvc.Async.<>c__DisplayClass4.<MakeVoidDelegate>b__3(IAsyncResult
ar) +23
System.Web.Mvc.Async.WrappedAsyncResult`1.End() +62
System.Web.Mvc.Controller.EndExecute(IAsyncResult asyncResult) +47
System.Web.Mvc.Controller.System.Web.Mvc.Async.IAsyncController.EndExecute(IAsyncResult
asyncResult) +10
System.Web.Mvc.<>c__DisplayClass8.<BeginProcessRequest>b__3(IAsyncResult
asyncResult) +25
System.Web.Mvc.Async.<>c__DisplayClass4.<MakeVoidDelegate>b__3(IAsyncResult
ar) +23
System.Web.Mvc.Async.WrappedAsyncResult`1.End() +62
System.Web.Mvc.MvcHandler.EndProcessRequest(IAsyncResult asyncResult) +47
System.Web.Mvc.MvcHandler.System.Web.IHttpAsyncHandler.EndProcessRequest(IAsyncResult
result) +9
System.Web.CallHandlerExecutionStep.System.Web.HttpApplication.IExecutionStep.Execute()
+9630364
System.Web.HttpApplication.ExecuteStep(IExecutionStep step, Boolean&
completedSynchronously) +155
What is a *.mdf file?