Microsoft released the Windows Azure Tools for Microsoft Visual Studio October 2008 CTP, available at the Microsoft Download Center. The Windows Azure Software Development Kit October 2008 CTP is available also at Microsoft's Download Center.
Although they have just released the Visual Studio 2010 and .NET Framework 4.0 CTP, notice the Windows Azure Tools CTP is for Visual Studio 2008 SP1.
Windows Azure has been announced at the Microsoft PDC08 event, it is a new type of operation system which runs in the cloud. You host your Web applications in Microsoft data centers. Visit the Windows Azure Services Platform Developer Center website and Cloud Computing blog, for more information.