Yesterday I got the opportunity to interact with a focus group of developers from various software companies of Pakistan and together we got the chance to meet Microsoft Public Cloud. Windows Azure is an end to end cloud offering from Microsoft. End to end , yes it is, a single platform offering you Infrastructure as a Service, Platform as a Service & Software as a Service. So if you are doing your FYP, creating your first product as a start-up, want to showcase your work as a freelancer or you're an Enterprise, Microsoft has got all what you need. This point is very important as you might have noticed that most of the popular cloud platforms are purpose specific such as someone is just giving out Infrastructure or just platform to target small businesses or lending a particular software over the cloud.

Azure in it's true sense is a complete platform on which you can run tools like Linux, Java, PHP, MySQL and etc etc or on the other hand and use powerful products like .NET, SQL Server or simply using the end software like Microsoft Office etc. Further down the road the true power of the platform lies in the choice of the user, hence you can run and consume your products and services both on premises or on the cloud (public or private) at the same time. Take your existing VMs directly to Azure or vice versa, hence no new investments, re-writing or compatibility issues. For e.g. you run Exchange Server in your Datacenter while your SharePoint runs in Microsoft Datacenter and SQL Server runs on both places or may be in the Datacenter of any 3rd party.

To start working with Windows Azure you need to learn it's components because they will show you the real power of that platform and will teach you what to fire when.. for e.g. to execute you can create a VM, Site or a Cloud Service or for a database option you can have full fledge SQL Server or SQL Database (SQL Azure, a subset of SQL Server) or Tables, Blobs etc, you can code things using .NET, JAVA or PHP etc. Same goes for caching, networking multiple options for each. Please refer to the below link and spend sometime to understand the true power and options of Azure.
http://www.windowsazure.com/en-us/develop/net/fundamentals/intro-to-windows-azure/