In order to move from MCSA to MCSE you would need to take one of the following exams (As of Jan-2017) which one you take is entirely up to you - though if you want to use SQL on Azure I'd recommend taking one of the cloud-based exams:
- Exam 70-473: Designing and Implementing Cloud Data Platform Solutions
- Exam 70-475: Designing and Implementing Big Data Analytics Solutions
- Exam 70-464: Developing Microsoft SQL Server Databases
- Exam 70-465: Designing Database Solutions for Microsoft SQL Server
- Exam 70-466: Implementing Data Models and Reports with Microsoft SQL Server
- Exam 70-467: Designing Business Intelligence Solutions with Microsoft SQL Server
- Exam 70-762: Developing SQL Databases
- Exam 70-767: Implementing a Data Warehouse using SQL
- Exam 70-768: Developing SQL Data Models
- Exam 70-773: Analyzing Big Data with Microsoft R
- Exam 70-774: Perform Cloud Data Science with Azure Machine Learning
- Exam 70-775: Perform Data Engineering on Microsoft Azure HDInsight
You can find more information on the Microsoft Learning page for that exam track which also has recommended learning material and optional courses.
Regardless of which exam or training method you decide to take, there is no substitute for experience and you will find it much easier to pass the exams if you have hands-on experience with the product and specialization that you choose.