Once you have VM role enabled with your subscription, you can start working on VM Role using the step by step guide provided as below:

http://msdn.microsoft.com/en-us/WAZPlatformTrainingCourse_VMRoleLab

 

After finished creating your VHD for VMRole, and uploading using CSUPLOAD script, you may following error:

 

Error:  An unexpected error occurred: The requested operation requires elevation.

 

Reason: This error could occurred when your Command Prompt is not running in Administrator mode.  

 

Solution: Please start the Command Prompt in Administrator mode to avoid this error.