LDMS can be installed in AZURE, but it all depends on how you configure your network. AZURE can be joined to your network, all other considerations apply, firewall rules IPs etc. The CSA image that LANDESK provides is in a .vhdk format, you'll need to choose a virtual hardware configuration you may need (i think you have to) convert it to .vhd (after that the same applies, network, firewall ips etc)
I am looking for some references that have successfully brought LDMS to the AZURE cloud. Can you share your experience please?