I would like to know how to configure a web server that can display data.
The data would come from the Raspberry Pi and Windows Azure.
From what I understand you want something like FTP.
If you want to have access to data from outside of the local network, ability to upload and download, you will need these:
If you just need to "display" them (~download them), then web server is enough. https://github.com/Farence/tutos You haven't written what distro are you using, so it's hard to give you better advice for installing and setting it.
I've written a little guide for my friends on github here (RPi.md) - it's also with some details about how IP addresses and domains works etc. and I added configs.
Here are some other usefull informations: http://www.instructables.com/id/Raspberry-Pi-Web-Server/step9/Install-an-FTP-server/
or similiar. Google is your friend (keywords: ftp, webserver, nginx, file web share, home server...)