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:
What’s new in HPC Server 2008 R2
Technical documentation, IT resources:
http://technet.microsoft.com/en-us/hpc/default.aspx
http://technet.microsoft.com/en-us/library/cc514029.aspx
http://resourcekit.windowshpc.net/
Blogs and forums:
http://blogs.technet.com/b/windowshpc/
http://social.microsoft.com/Forums/en-US/category/windowshpc
HPCS PowerShell, e-book:
http://go.microsoft.com/fwlink/?LinkId=184183
http://powershell.com/Mastering-PowerShell.pdf
General DOS and PowerShell scripting:
http://technet.microsoft.com/en-us/library/cc498722.aspx
http://technet.microsoft.com/en-us/library/ff943787.aspx
HPC-specific scripting:
Whitepapers:
Design and Deployment Guide for Windows HPC Server 2008 R2
HPC Server 2008 R2: Step-by-Step
Security in HPC Server 2008 R2
FAQ on HPC Pack editions & licensing
Design and Deployment Guide for Windows HPC Server 2008 R2
Networking and firewall configuration
Guide to Diagnostics Extensibility in HPC Server 2008 R2
Guide to Reporting Extensibility in HPC Server 2008 R2
Submission / activation filters:
http://technet.microsoft.com/en-us/library/ff919469.aspx
http://technet.microsoft.com/en-us/library/dd346636.aspx
http://technet.microsoft.com/en-us/library/dd346637.aspx