Windows Azure ガイダンス「Windows Azure Platformのクラウド向けアプリケーション開発」のコード サンプルが公開されています。（2010/09/03）
Developing Applications for the Cloud – Code Samples
http://www.microsoft.com/downloads/en/details.aspx?FamilyID=2853c3dc-0586-49c7-9b7f-83d3083252c8&displaylang=en
以下、上記URLよりOverviewのみ引用して紹介します。
This sample illustrates the steps towards building an application for the Windows Azure platform. To check for software prerequisites needed to run the samples, run CheckDependencies.cmd in the sample folder once all content is extracted to your local file system. This batch file launches a dependency checking tool that reports any components that are missing in your system, and it provides links if needed for obtaining, installing and configuring the missing components.