Sql-server – SQL Server 2008R2 – how to install replication components

You need to install SQL Server 2008 first, then before running or rebooting install SQL Server 2008 Service Pack 1.

You are attempting to install the service pack files first, without an existing base installation of SQL Server 2008. Since the Service Pack 1 package does not contain a full installation of SQL Server, you must have already installed the non-service-pack version. The other option would be to create a slip-streamed version of SQL Server 2008 setup by, essentially, combining the Service Pack 1 with the original version on DVD - then installing directly from that. Check https://duckduckgo.com/?q=%22sql+server%22+slipstream+setup for more info.

Don't click "Check for solutions online", click "Run Program" instead. After that completes, install Service Pack 1.

I insert into this table small amount of data just about 1000 rows and it takes more than 4 minutes

Remote data modifications through a linked server use the sp_cursor model. The effect is similar to issuing 1000 separate single inserts (one for each row). If a round trip takes 250ms, 1000 such trips will take 4 minutes and 10 seconds. Using a bulk loading method such as bcp or SSIS will generally be more efficient (unless the number of rows to be inserted is tiny).

Another alternative for ad-hoc needs is to build a string containing a single INSERT statement with multiple rows in the VALUES clause. The statement is then used with EXECUTE AT, for example:

-- Note local-to-azure table name used, not four-part syntax
DECLARE @sql varchar(max) = 'INSERT dbo.Test VALUES ';

-- Build a list of 1000 numbers to insert    
SELECT @sql += '(' + CONVERT(varchar(11), n) + '),'
FROM dbo.Numbers AS N
WHERE n BETWEEN 1 AND 1000;

-- Remove trailing comma
SET @sql = LEFT(@sql, LEN(@sql) - 1);

-- For debugging
PRINT @sql;

-- Execute the finished statement at the remote server;
EXECUTE (@sql) AT AZURE;

The constructed insert statement executes at the Azure database, so a local name is used for the table (note: building a dynamic insert statement using a four-part target name buys you nothing).

Note that EXECUTE ... AT requires RPC and RPC OUT enabled in the linked server options.

The VALUES clause for a plan INSERT statement is limited to 1000 elements. There are ways around that (a VALUES clause in a CTE does not have that restriction). You could also choose to build 1000-row batches or build single-row insert statements, but if the there is that much data on a regular basis, you would probably be better off using one of the bulk loading methods instead.