Those who have worked with Microsoft Azure Data lake know the use U-SQL. For others you can read a good definition here:
What is U-SQL
It is possible to create U-SQL project in Visual studio. For that you must have Azure SDK already installed on your machine. Once there you need tool Microsoft.Azure.DataLakeAndStreamAnalyticsToolsForVS2015.msi from location:
Microsoft Azure Data Lake and Stream Analytics Tools for Visual Studio
After success install of this tool you can open Visual studio and you will find new entry for the corresponding project and template.
Azure Cosmos DB is the globally distributed, multi-model database service for building planet scale apps. You can easily build globally-distributed applications without the hassle of complex, multiple-datacenter configurations. Cosmos DB automatically replicates all of your data to any number of regions of your choice, for fast, responsive access. Cosmos DB guarantees 99.99% high availability.
Only Cosmos DB allows you to use key-value, graph, and document data in one service.
One of the APIs Azure Cosmos DB supports is the SQL (DocumentDB) API.
https://azure.microsoft.com/en-in/blog/dear-documentdb-customers-welcome-to-azure-cosmos-db/ is a good link to read further.
To build always-on, scalable, distributed applications in azure from your development machine, you need to ensure right tools are already installed.
This blog is to install tools for VS 2017.
While installing or modifying VS 2017 on your development machine ensure option ‘Azure development’ is checked on.
Apart from this you need Microsoft Azure Service Fabric SDK on your machine. The SDK gets installed using Web installer 5.0. The link for SDK is:
Visual studio is now ready to allow you create service fabric applications.
Choose the service you want to create: