Running Custom SSRS reports on remote Azure Server from Menu

New to Azure. How do I setup the link in Menu Maintenance to a custom SSRS report (Not a modified Epicor report) to an Azure server not on my domain? Or the other question is how to setup the Azure server to allow this to happen? I have the custom report done and it runs on the SSRS portal and will run from the associated APP server, but it will not run from my local machine.