Jim posted a "how to" / Walkthrough on adding an HTTPS endpoint and setting up the certificate on Windows Azure. “To illustrate how to add an HTTPS endpoint to a Cloud Service, I’ll start with thumbnail sample from Windows Azure SDK – web role in that sample only has an http endpoint and I’ll walkthrough steps to add an HTTPS endpoint to that web role. Open Windows Azure SDK folder, for me, that's C:\Program Files\Windows Azure SDK\v1.0 and unzip the samples-cs.zip file to a writeable location. In samples folder, there’s a sample called “Thumbnails”, open solution Thumbnails.sln in Visual Studio. (2008 or 2010 will work). Hit F5 to run application and make sure everything works as expected. The process to add an HTTPS endpoint is a 3 step process: Configure the endpoint, Upload the certificate to the Cloud, Configure the SSL certificate (and then point the endpoint to that certificate).
Full Article: MSDN blog