This article explains the steps to import Data to DocumentDB from SQL Server using Data migration tool. To get an introduction to DocumentDB please go through http://www.dotnetreference.com/blog/azure-documentdb/introduction-to-azure-documentdb/
DocumentDB data migration tool is a free and open source tool, you can download it from Microsoft download center. Migration tool support many data sources. Today you can import data from existing JSON file, MongoDB , Sql Server , CSV , Azure Table Storage and other DocumentDB databases.
Demo: Sql server to Azure DocumentDB migration.
Download the migration tool from http://www.microsoft.com/en-us/download/details.aspx?id=46436 and open the dtui application file.
After successful verification, enter the query or import query from a file and click next
Go to azure portal and copy the connection string of our DoucmentDB account from there.
You need the manually append your DocumentDB database name at the end of connection string. Select pricing tier etc
After successful import, you can see the collection on the Azure portal.