Windows Azure Code Quick Start Topics are now available on MSDN to take you through samples of C# code that demonstrate basic ways of interfacing with Windows Azure. You'll find code and detailed step-by-step instructions for storing a file in Windows Azure storage, creating and deploying a WCF service, and creating a client application that uses a WCF service. The important aspects of each piece of code are explained and called out so that, with a few changes, you can copy and use the code as is.
To work through the quick start topics completely, you will need an edition of Microsoft Visual Studio 2010 and the Windows Azure Tools for Microsoft Visual Studio. To see your code working in the cloud, you will also need an active subscription for Windows Azure. However, you can work through some of the quick launch topics using only the development environment. Go to http://www.microsoft.com/windowsazure/getstarted/default.aspx to download what you need to get started.
Check out all the code quick starts, and find out how code works on Windows Azure. And watch for more quick starts coming soon.