For example, for local development, the AzureBookDemo sample uses:
When you have tested locally and you publish to Microsoft Azure, instead of using local development storage, you need to specify the storage credentials on Microsoft Azure in the Cloud Service Configuration for each role: your account name and key, connection endpoints and so on. You are given a key when you create your Microsoft Azure account. See the Microsoft Microsoft Azure Help for details, which explains the configuration differences between a development system and a live Microsoft Azure system.