To create new cloud connection, please select File/New Cloud Connection... from main menu or press Ctrl+N
The dialog appears in which you select the desired cloud service provider:
Select Windows Azure and click OK.
The New Azure Connection dialog appears:
In this dialog:
After you have entered your connection settings, click Test Connection to test your connection, or OK to create the new connection.
After the connection is created, it is displayed in Cloud Explorer tool window.
Later you can edit your cloud connection settings by selecting Edit... in the connection context menu, or pressing Alt+Enter.