On making the connection, I only see Tables, not Queries. This cannot be workable as Tables usually have many IDs and IDs are meaningless, Connection to Queries is a must: same as Excel and Power BI.
For that matter it should allow for the selection of SQL Views and Stored Procedures as well. I prefer not to provide access directly to the data tables, while PowerApps enforces quite the opposite.
This is a must have. It won't make sense to give access to a full table to users, most of the time. It is my first try with Azure SQL in PowerApps and it is quite disappointing that it is not there.
Using SQL Views in PowerApps is now available. See the blog to find out more: https://powerapps.microsoft.com/en-us/blog/using-sql-server-views-in-powerapps/