In the course Data Engineering with Microsoft Azure on Udacity, you will learn various aspects of data engineering using Azure. The course covers topics such as data modeling, where you will understand how to create relational and NoSQL data models and choose the appropriate model for different situations. You will also gain fluency in PostgreSQL and Apache Cassandra. Additionally, the course delves into cloud data warehouses with Azure, teaching you how to create cloud-based data warehouses and enhance your data warehousing skills. Furthermore, you will explore data lakes and lakehouse architecture using Spark and Azure Databricks, allowing you to work with massive datasets and store big data in a data lake. The course also covers data pipelines in Azure, where you will learn to build, automate, and monitor data pipelines using Azure Data Factory and Azure Synapse Analytics. Finally, you will discover how to integrate data pipelines for NYC payroll data analytics. Overall, this course provides a comprehensive understanding of data engineering on the cloud using Microsoft Azure.