Hi Marcin,
Microsoft is providing various database technologies on Azure. There is Azure SQL (which is basically SQL Server) and there is also the Azure Cosmo (which is a relatively new NoSQL database from Microsoft).
The DataWindow is designed for a relational database, and does not fit how NoSQL databases work. So there will never be a "DataWindow" supporting Azure Cosmo or any other NoSQL database for that matter.
Depending on customer demand, we may develop an entirely new database object that is designed for a NoSQL database, such as Azure Cosmo. But there wouldn't be any automated migration of your application to this new database object and NoSQL architecture.
On the other hand, if you want to use Azure SQL (a relational database solution in Azure). Support for this is tentatively planned in PowerBuilder 2019 R3, and in the meantime you can consider to use SQL Server.
Regards,
Armeen Mazda
CEO, Appeon