You would like to deploy Messaging Gateway on the Azure cloud platform.
Product: Messaging Gateway
Messaging Gateway (SMG) may be installed into a supported Hyper-V instance regardless of the underlying hardware / cloud platform.
While SMG cannot currently be installed directly as an Azure virtual machine / VHD, SMG may be installed into a Hyper-V instance hosted in Azure. Support for direct installation of SMG as a VHD in Azure will be added in a future release.