Among the available data sources that Visual Studio LightSwitch allows connecting to, since the current beta, we can find SQL Azure databases. SQL Azure is the database "on the cloud" of the Windows Azure Services Platform. The cool thing is that once you have your database on SQL Azure, the way you connect to it does not change.
Once LightSwitch is running, click "Attach to an external database". Next select Database as the data source:
Next you have to specify connection parameters such as the SQL Azure server name, user name and password (you work with SQL authentication) and, of course, the database name:
In my case I have a database with three tables. I can select them all or just some:
Finally LightSwitch defines for you entities based on the SQL Azure's database tables:
At this point you could simply create screens based upon the new entities. That's it!