Windows azure is an open cloud computing platform provided by Microsoft.
It is global and can be used by any OS, language, database and tool.
It can be accessed from any technology like asp.net, java, php ,…
Windows Azure SDK has to be installed for using tools and client libraries of windows azure.
Windows Azure blob storage is a service for storing large amount of unstructured data.
You can download sdk for .NET using above link.
Start using Visual studio 2012.