Currently we are able to create a database connection in ArcCatalog to an SQL Database in Azure, and successfully display the data in ArcMap, but we can not connect from ArcCatalog to an SQL Warehouse in Azure. The connection issue appears to be specifically related to ArcCatalog querying functions unsupported by an SQL Warehouse.
The idea is to be able to create a database connection in ArcCatalog to connect to a View in the Azure SQL Warehouse containing data with coordinates X Y and Lat Long. (not geodatabase in Azure, just a plain SQL Table). Once connected, we could make and xy event layer, display it in ArcMap, and publish the map as a map service in ArcGIS Server.