How to Log on to a Virtual Machine Running Windows Server
For a virtual machine that is running the Windows Server operating system, you use the Connect button in the Management Portal to start a Remote Desktop Connection.
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If you have not already done so, sign in to the Windows Azure Management Portal.
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Click Virtual Machines, and then select the appropriate virtual machine.
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On the command bar, click Connect.

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Click Open to use the remote desktop protocol file that was automatically created for the virtual machine.
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Click Connect to proceed with the connection process.

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Type the user name and password of the administrative account on the virtual machine, and then click OK.
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Click Yes to verify the identity of the virtual machine.

You can now work with the virtual machine just as you would with any other server.