Here are a bunch of links that you can use to learn more about Microsoft HPC server.
What is HPC Server 2008 R2 ? -
A set of Windows machines working as an HPC system to give users massive computing power.
Some of the nodes can be on-premise, like computer node or using Windows 7 computers as workstation nodes and yes you can use Azure as well.
Link to resources and whitepapers:
Technical documentation, IT resources:
Blogs and forums:
HPCS PowerShell, e-book:
General DOS and PowerShell scripting:
Submission / activation filters: