If you need to install only the SQL Management Studio these days, you will need to go to maximum SQL 2014 !
In the later versions this is not possible anymore to separately selecting the SSMS
Download the version INCLUDING the ADVANCED TOOLS
Use this option
Choose only “Management Tools – Basic and Management Tools – Complete” as shown below:
And you are ready to rock and roll …
Tip : When you need to do an SQL Azure Backup to an onside server YOU NEED SSMS a the tool to do so !
It will save your SQL Backup as *.bacpac file
See here for more info :
Export can also be triggered from Azure Portal and PowerShell scripts or using Command Line Tools :
Data-Tier Application Framework : https://www.microsoft.com/en-us/download/details.aspx?id=46898
SqlPackage.exe is part of the SSDT : https://docs.microsoft.com/en-us/sql/ssdt/download-sql-server-data-tools-ssdt?view=sql-server-2017