Microsoft really should develop a nice user interface for developers to interact with their cloud storage on Azure. I’ve got to believe that something is in the works, somewhere.
Until then, however, there are a number of nice 3rd party applications which can give a developer a way to go spelunking through their Azure storage. Take Cloud Storage Studio produced by Cerebrata; currently it’s free (though it’s in Beta) but pretty darn good. It even has support for connecting to your local development storage (useful for testing).
Upon opening the application, you’ll be presented by a splash screen of sorts:
Just hit cancel.
Instead, click on the “Connect to…” listbox on the top-left corner of the application:
Select “Development Storage”.
Give the application a while to connect to your local development storage; once there, you should be able to visually inspect what you’re doing as you play with your local development tools for Windows Azure.