Use this connection string:

AccountKey=C2y6yDjf5/R+ob0N8A7Cgv30VRDJIWEHLM+4QDU5DE2nQ9nDuVTqobD4b8mGGyPMbIZnqyMsEcaGQy67XIw/Jw==;Database=Library;AccountEndpoint=https://localhost:8081

Woot! Connected.

See also

Tutorial: Database migration tool for Azure Cosmos DB
Tutorial: Learn how to use the open-source Azure Cosmos DB data migration tools to import data to Azure Cosmos DB from various sources including MongoDB, SQL Server, Table storage, Amazon DynamoDB, CSV, and JSON files. CSV to JSON conversion.
Install and develop locally with Azure Cosmos DB Emulator
Learn how to install and use the Azure Cosmos DB Emulator on Windows, Linux, macOS, and Windows docker environments. Using the emulator you can develop and test your application locally for free, without creating an Azure subscription.
Cosmos DB Migration options
This doc describes the various options to migrate your on-premises or cloud data to Azure Cosmos DB