You can now download Microsoft Endpoint Protection (MEP) for Azure CTP from the below link.

http://www.microsoft.com/download/en/details.aspx?id=29209 

It's worth noting that for most of the usage scenarios you don't really need an endpoint protection software for Azure. Yes, your web and worker roles are actually VMs but all of the components on those VMs are secured by Microsoft. Except your own software, and that might not really need MEP. However there are cases where you have to install 3rd party components or have users (admins) use the VMs remotely via RDP and MEP in these scenarios might be quite usefull.