Download the Windows Azure Backup Agent here.
Accept the Terms and press OK
The installer Checks if Windows Powershell is available.
Choose your installation folder and your Cache location.
The Installation is finished.
There is your Windows Azure Backup Shell and Windows Azure Backup program.
First you have to register the Server
Use proxy settings when your server is behind that proxy.
Windows Azure Recovery Services encompasses a set of Windows Azure vaults that
help to protect your organization from data loss, and aid in continuity of
operations. Vaults are used to store and protect information that is specified
as part of your recovery services configuration.