That's exactly what queue's are for. I can't think of any platform that isn't supported by Azure Queue's (directly, or indirectly by using the REST interface).
So, yes, "uploading" data from a desktop app is recommended and the same or similar .NET application to "download" data is also recommended.
There are a few examples (e.g. http://www.windowsazure.com/en-us/documentation/articles/storage-dotnet-how-to-use-queues-20/) that show desktops accessing a queue in both directions.