Report Manager is not available in Azure Reporting, and I did not have portal installed. I've turned to PowerShell for help.
Thanks to New-WebServiceProxy cmdlet, consuming SOAP is easy.
$url = "https://myrsazureserver.mydomain/ReportServer/ReportService2010.asmx"
$rsproxy = New-WebServiceProxy -Uri $url -Namespace "RS2010"
$rsproxy.LogonUser($user,$pwd,$null)
$rsproxy.ListChildren("/",$false)
OOPS, ListChildren failed, it seems that user is not authenticated, that's strange since LogonUser completed without error.
So, i've looked through $rsproxy properties and realized that CookieContainer is null.
Let's create one
$rsproxy.CookieContainer = New-Object System.Net.CookieContainer
get auth cookie again
now, everything works.