[Answered ]-How to connect to Azure SQL Server using Managed Service Identity from Django application in my local laptop

Managed Service Identity can be used only for the resources that are hosted on Azure

As your application is hosted in your local laptop, you cannot use Managed Service Identity

In your case, you can use service principal authentication instead of Managed Service Identity

If your application is hosted in Azure (either Azure App service or Azure VM), then you can create Managed Identity for your Azure Resource and provide the required permissions for the managed identity in the Azure SQL server

Then you would be able to use Managed Service Identity for your application