To access a Cosmos DB instance, you should obtain the proper credentials from your administrator. In particular you'll need to know the URI and Access Key.
Give a meaningful name to the connection to identify it for later, and provide proper connection string parameters:
In the Azure portal, navigate to your Azure Cosmos DB account, and click on Connection String. Copy the HOST from the portal and paste it into <Address>, then enter the port number 10255 into <Port>.
Then go to the Authentication tab, and copy the the username and password.