From what I know:
Microsoft Server is just an operating system. Azure is a whole collection of services, one of which includes Microsoft Server (as a virtual machine). I believe the major benefit of using MS on Azure is its ability to approach cloud-based websites, in which case you’d put your web server into it.
Regurgitating some stuff I read on Quora – credit to Grant Fritchey
Azure is making your windows service run on roids.
It is a long learning curve to understand, but, it’s scalable. I wouldn’t bother unless you are working with an enterprise which requires 24×7 run time for your service and has hundreds of users.]
If you are running something like a call center, where you want to restrict what windows can do and do massive rollouts. Azure also has it appeal.
As a single user. lots of pain, no gain.
Microsoft Windows is the interface that most average people use to interact with their computer. This is called an operating system. Microsoft makes another operating system, a version of Microsoft Windows called ‘Server’ that isn’t meant for the average person but instead for companies that need a more powerful version of Windows. Microsoft Azure is not an operating system at all but a service that Microsoft offers that allows people and companies to rent computers for business or personal use. This is what is commonly referred to as the ‘cloud’. There are other companies that offer this service to people with the most notable being AWS which is offered by Amazon.
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