I've successfully created a SharePoint farm in Azure using the scripts from Automated-Deployment-of-SharePoint-2013-with-Windows-Azure-PowerShell
On that page there are steps that configure PowerShell to work with Azure
Set-ExecutionPolicy ByPass
Enable-PSRemoting
Enable-WSManCredSSP -role client -delegatecomputer "*.cloudapp.net"
$regKey = "HKLM:\SYSTEM\CurrentControlSet\Control\Lsa\Credssp\PolicyDefaults\AllowFreshCredentialsDomain"
Set-ItemProperty $regKey -Name WSMan -Value "WSMAN/*.cloudapp.net"
Get-AzureSubscription -ExtendedDetails
You may also need to do this
Run GPEdit.msc You must also enable delegating of fresh credentials
using group policy editor on your client machine. Computer
Configuration -> Administrative Templates -> System -> Credentials
Delegation and then change the state of "Allow Delegating Fresh
Credentials with NTLM-only server authentication" to "Enabled." Its
default state will say, "Not configured."
In the Add Servers sections add the following.
WSMAN/*.cloudapp.net