In regard to how to implement CMS question, we don't have official documentation on how to setup CMS/SMS/ITMS on Azure or any other cloud provider. We don’t really have any documentation in regards to public cloud deployments so to speak.
As far as supporting it, we have not done any testing of CMS/ITMS in the cloud. That being said, we have several customers that are running CMS/ITMS from the cloud.
We have quite a few customers and partners alike who have moved their Altiris (ITMS) to the cloud dating back as far as 4 years ago when a couple of partners started offering Altiris as a service to some of their customers.
With that said, there is an expectation that a customer will have a working knowledge of Cloud environments as we are not in the business of educating them in the particulars of AWS/Azure and cloud workloads.
Most customers already have some sort of Cloud instances for different business reasons, in most cases, they do have a VPC (Virtual Private Connection) in place so that their cloud instance looks/feels/behaves as an extension of their data centers, in some rare occasions you see other customers who just run everything from the cloud independent of their on-prem environment. However, we can't guarantee that everything will work when running ITMS from the cloud and really aren't in a position to troubleshoot or address issues that are specific to cloud environments.
Ultimately, Altiris (ITMS) can be set up in either use case by following standard installation/configuration practices while ensuring they meet hardware/software requirements as per the size of their footprint. Nothing really different there, you will just need to stand up a couple of windows servers and configure network and database alike. Each cloud vendor has their own unique set of tools and what not but as I mentioned before we expect the customer to have a working knowledge of those.
If managing strictly from cloud though with no VPC then we highly recommend implementing Cloud-enabled Management (CEM) for security reasons, this can be done by following the CEM Whitepaper/Best Practices documentation as its no different really from on-prem.
We don't want to discourage customers from running ITMS from the cloud, but we want to be transparent with our customers in terms of our ability to troubleshoot and address issues that may be unique to cloud environments