I was successful in migrating the data along with the tables. I used the command prompt to do it. Here is what i did.
bcp [DatabaseName].[dbo].[TableName] in [.DAT file full path] -S tcp:[ServerName].database.windows.net, 1433(this number signifies which database you are using only if there are more than 2 databases in your account OR you can just stop at .net if you have
only one database) -U [UserName of the Azure database]@[ServerName] -P [Password of the Azure database] -E -n -b 10000 -a 16384
The above code copied data for all the tables from on-premise computer to the Azure database.
Thank you very much for your time