Merge pull request #5374 from MightyPen/vsts-1204354-mi-xevents-20180402-b

VSTS 1204354, 'AzSqlDb MI' informal zones for XEvents.

Author: PRMerger14

docs/relational-databases/extended-events/targets-for-extended-events-in-sql-server.md

@@ -1,7 +1,7 @@
 ---
 title: "Targets for Extended Events in SQL Server | Microsoft Docs"
 ms.custom: ""
-ms.date: "06/12/2017"
+ms.date: "04/02/2018"
 ms.prod: "sql-non-specified"
 ms.prod_service: "database-engine, sql-database"
 ms.service: ""
@@ -85,6 +85,10 @@ SQL Server extended events can inter-operate with Event Tracing for Windows (ETW
 
 This ETW target processes *synchronously* the data it receives, whereas most targets process *asynchronously*.
 
+> [!NOTE]
+> Azure SQL Database does not support the ETW target. Nor does Azure SQL Database Managed Instance.
+
+<!-- After OPS Versioning is live, the above !NOTE could be converted into a "3colon ZONE".  GeneMi = MightyPen. -->
 
 <a name="h2_target_event_counter"></a>
 
@@ -148,6 +152,12 @@ The **event_file** target writes event session output from buffer to a disk file
 
 - The file name you choose is used by the system as a prefix to which a date-time based long integer is appended, followed by the .xel extension.
 
+> [!NOTE]
+> Azure SQL Database supports the **event_file** target, but only by using a blob in Azure Storage for the output. SQL Database cannot store event output in a file on your local harddrive.
+> For an **event_file** code example particular to SQL Database (and to SQL Database Managed Instance), see [Event File target code for extended events in SQL Database](https://docs.microsoft.com/azure/sql-database/sql-database-xevent-code-event-file).
+
+<!-- After OPS Versioning is live, the above !NOTE could be converted into a "3colon ZONE".  GeneMi = MightyPen. -->
+
 
 #### CREATE EVENT SESSION with **event_file** target