Another way to deploy to Azure Cloud is using a FTP client which saves time by not needing to install everything mention above.
Steps:
1. Have the GeneXus .Net application locally where the database is configured with the Azure server information (host, user, etc)
2. From portal.azure.com create a WebApp
3. With a FTP Client (Filezilla, Winscp, ... ) copy the GeneXus .NET application into the Azure Cloud
Warning: Verify that the Framework configured in Azure application pool is the same used to compile the application in GeneXus.