Also, from your screen shot, you are attempting to deploy to Azure using the Azure Marketplace. When you select this option, Azure will spin up a Web App and install Kentico 9 on it. Once you hit the site, it will guide you through creating a DB for the site. The idea of this option is to allow people to stand up a new Kentico installation in Azure with little hassle.
In your case, you have an existing 8.2 application you want to deploy. To do this, you will want to create your Web App manually and deploy to it via Visual Studio or FTP.
This page will give you instructions on how to deploy a Web App using all types of methods. Just select the one most appropriate for you.