MySQL Workbench, cannot connect to Local Host

[Samer Hajjar]

Hello, everyone, I'm new to using MySQL Workbench.
The team in another country gave me access to an Azure Database for MySQL flexible server. I can access the Azure portal from my browser.
When I open Workbench, add the connection and try to connect to it I get an error
"Your connection attempt failed for user 'username' to the MySQL server at xxxxxxxxxxxx.mysql.database.com:3306: Unable to connect to localhost"


They already whitelisted my IP in the Networking section.
I allowed the port in my Windows Firewall settings.

We can't figure out why I'm not able to connect to the database.

Any help would be appreciated.