Windows Server Roles in Azure Virtual Machines

Most Windows Server roles are supported for use in Azure Virtual Machines (Azure VMs). In particular, the DHCP Server and Windows Deployment Services roles are redundant to, and would not interoperate well with, existing functionality offered within Azure VMs.

Azure VMs itself is based on a hypervisor hosted in Azure, so it does not support layering an additional hypervisor such as Hyper-V, although this could arrive later in 2016, as Windows Server 2016 does support this type of scenario. DirectAccess is intended to provide connectivity to on-premises servers without requiring a virtual private network, but it is not necessary since Azure VMs instances are Internet-facing.

Microsoft offers Rights Management Services (RMS) through a Software as a Service model hosted in tandem with Office 365 and likely prefers that customers use that service instead of hosting RMS in Azure VMs.

While the use of the Windows Server Remote Desktop Services (RDS) role in Azure VMs is supported, doing so requires proper client licensing; in particular, RDS user Client Access Licenses must be covered by active Software Assurance.