Although Apache Hadoop on Windows Azure is currently only available via CTP, you can get a jumpstart learning all about it by visiting the Apache Hadoop on Windows wiki. This wiki also covers Apache Hadoop on Windows Server.
The wiki contains overview information about Apache Hadoop, as well as information about the Hadoop offerings on Windows and related Microsoft technologies, including Windows Azure. It also provides links to more detailed technical content from various sources and in various formats: How-to topics, Code Samples, Videos, and more.
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This wiki is relatively new and we would absolutely appreciate any feedback or requests for additional information. Moreover, since it is a wiki, feel free to update any of the wiki articles or add new ones!