availability set for existing vm

Hi,

I recently migrated one VM to Azure with my own data disk. It runs the application with SQL server. If I want to keep my VM up and running during the host OS maintenance, I was suggested to create the availability set. So I need to create a second VM and add them to the same availability set. I wonder if I need to capture the first VM image for creating the second VM? I have the SQL server running in the VM, would like to know how the availability set maintain the data in both VMs.

Thanks,

Webber