In the first half of 2014, Microsoft added a very interesting new feature that allows better management of virtual machines. This is enabled by installing the VM agent. This agent, which is available on both Windows and Linux, is installed by default during provisioning. You can disable the installation if you want to.
The agent uses extensions (software modules) that deliver all kinds of functionalities. Extensions can be added to instances of web roles, worker roles, and virtual machines. Extensions are made available by Microsoft and by third parties like Symantec.
Roughly, three types of extensions are available:
VM access extensions
Configuration extensions
Security extensions