The installation process took some getting used to. but understanding the purpose and work done with the Azure Companion helped tremendously. There are 3 different ways from getting this in place, using the With SSL package, the Without SSL, and the source code version.
It is always helpful when someone has gone through the trouble of documenting their steps. So, in implementing my Intentional Thinking 2.0 blog site running WordPress on Azure, I followed the post/article published by John White.
Now, there will be a time when you need to update your WordPress installation and patch it and so on. That will be the next test in using the platform.
My blog is not moving or anything close to that. But I will be cross-posting. The address if you want to check it out and see how it evolves is http://intentionalthinking.cloudapp.net