a remote connection to an SQL server database on an Azure Virtual Server, using the RODBC package

Can anyone help me out, I am not able to make a remote connection to an SQL server database on an Azure Virtual Server, using the RODBC package. I have tried many variations, e.g.

library(RODBC) 
dbhandle2 <- odbcDriverConnect('driver={SQL Server};server=xxxxxserver.westeurope.cloudapp.azure.com;                          uid=sa;pwd=xxxxxxxxxx;database=FXPERT;trusted_connection=false') 

But I get the following error all the time:

[RODBC] ERROR: State 28000, code 18452, message [Microsoft][ODBC SQL Server Dri ver][SQL Server]Login failed. The login is from an untrusted domain and cannot be used with Windows authentication. 

It does not matter if I use trusted_connection = true or false, or replacing the server name with ip address or …
As I need to use SQL server authentication, How do I make my local PC or any server a “trusted domain” with respect to the Azure server??
I have ensured handling of ports, firewalls etc. And thus, when I try to connect REMOTELY from my local PC via Server Management Studio using SQL server authentication :’

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