Microsoft Windows Azure platform is a group of cloud and each cloud will provide a specific set of services to the developers.
Windows Azure has many components inside it.
Application, Sql Azure data base to store the data, Config files to modify the configuration if each application, Fabric will monitor the application. The data will be stored in Microsoft data centers and it will be available through internet.
The advantage is applications can be written in any languages and it can be used for various jobs. You can