For example, if I have a database in North America and replicate it in Europe, will a European user automatically connect to the replicated database in Europe?
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1 Answers
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Short answer: No.
Long answer: If you use Active Geo-Replication you can use replica DB for reads (only), but it won't magically happen on its own.
What you have to do - implement some logic on your application to forward requests to the appropriate DB (or if its a WebApp, provide different connection strings to different instances of your WebApp).
Further reading: https://docs.microsoft.com/en-us/azure/sql-database/sql-database-geo-replication-overview