Loading remote XML data into Azure SQL Server DB

I have managed to load remote (via a URL) XML data directly into a SQL Server DB instance on a local machine. I can then select the XML from the table.

I am attempting to replicate this is an Azure SQL DB instance.

Can anyone provide assistance with this? OLE is not available in WASD.

Presumably an Azure Runbook script to download the file to an Azure VM and then attempt to load into WASD?

Windows Azure SQL Database - WASD