Have recently being in touch with SMA and Azure for some project that are coming soon and stumbled upon these two guides that I believe are worth mentioning:
First one on how to install and do a basic configuration of the SMA piece (or multiple pieces, I should say):
Great job there. There is one entry that I would clarify in case you do the same mistake I did: although I read you had to enable mixed mode authentication, I didn’t. So, I had to enable it after the fact and hence the sa account is disabled, so, when I got to the step 23, I had to create a sysadmin account for that.
The second is in regards of managing windows Azure from SMA: http://blogs.technet.com/b/privatecloud/archive/2014/03/12/managing-windows-azure-with-sma.aspx
A few impressions on that part: after the initial SMA install ended, everything looked fine with the portal. After I deployed the WAP, the automation and the Users sections got broken (Red Exclamation mark). To fix that, I had to log on as smasvc (or sma_svc in the original tutorial), configure azure as smasvc and then everything became fine with the portal.
Hope this helps!