In Windows Azure you can create multiple website running within a single web role. For each site you can use HTTP and HTTPS endpoint. Please follow the blog below from Wade on how to have multiple domains in one web role:
When you have multiple web sites in your Azure Web role you will use the same HTTP (80) and HTTPS (443) endpoints however a different host header for each different side. Because of separate bindings for each host header the IIS will be able to serve each request individually to each domain.
Using SSL Certificate in Windows Azure on not specific to Windows Azure instead how you develop your application and based on that you can use multiple types of SSL certificate. If you are using Web Role so your Web Role is running in IIS server (which is same as any other IIS server running in Windows Server 2008/SP1/R2) so having SSL certificate for your multiple domains in Azure Web Role is same as having two or more domains in any IIS server.
What is a Multiple Domain (UCC) SSL Certificate?
Can I use UCC Certificate in Azure?
More info on Certificates in Azure:
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I'm currently trying to use a UCC certificate with my Azure account, but it's not working with my sub-domains. I've uploaded the single pfx file that I extracted from IIS7 to Azure successfully.
Originally, I created a single HTTPS enpoint pointing in my project to the certificate and tried to use it with both "www.site.com" and "alpha.site.com", but I got an error saying that "alpha.site.com is not secure because the certificate is for www.site.com".
I tried creating a second HTTPS endpoint (pointing to the same certificate on Azure) and that didn't work either.
Can you provide some steps or help? Thanks!