There are two ways to use Zulu within the Virtual Machine services of the Microsoft Azure cloud.
For any general purpose Zulu usage, you can always download Zulu from the
Azulwebsite to your Azure virtual machine and install it, using the binary zip or native installer appropriate for the VM's Operating System, which may be Windows or Linux.
Alternatively, you can simply visit the Azure Marketplace and launch a fully-configured Virtual Machine image based on Windows Server 2019 or Ubuntu 18.04 with Zulu 13, Zulu 11, Zulu 8, and Zulu 7 preinstalled.
Refer to Microsoft Azure blog to learn more about Java Cloud development with Azure.