As of now there is no support for Windows Azure for Edison. I do see it is currently supported for Galileo boards.
If you think you can use a Galileo board instead, please go through this article http://msdn.microsoft.com/en-us/magazine/dn574801.aspx
However I would recommend you to use the IoT Developer Kit https://software.intel.com/en-us/iot/downloads and IoT Cloud-based Analytics system https://software.intel.com/en-us/intel-iot-developer-kit-cloud-based-ana....
If you want to post data to Table Storage using Galileo and C++ in Windows, you can use Windows Azure Storage libraries for C++ (https://github.com/Azure/azure-storage-cpp) . It's still in CTP stage (version 0.4.0) and if you use it with Galileo you will come across some problems. But, with some small modifications, it works OK. I describe it hot to do that in my blog http://kardum.net/iot/intel-galileo-windows-application-azure-storage/
If you try my approach and find any problems or have any questions, please let me know.
you can go through this blog to access azure storage services from Galileo on windows for IoT.