The first Windows Azure Platform Training Kit was released during the week of PDC 2008 and it contained all of the PDC hands-on labs. The training kit is available as an installable package on the Microsoft Download Center. The latest update now includes the following content covering Windows Azure, SQL Azure, and AppFabric:
The Windows Azure Management Tool was created to manage your storage accounts in Windows Azure. The tool allows you to create and manage both blobs and queues. Easily create and manage containers, blobs, and permissions. Add and remove queues, inspect or add messages or empty queues as well.

You can work with Windows Azure on your local machine as if you were interacting with the cloud without an account. Windows Azure Tools for Microsoft Visual Studio support Visual Studio 2008 SP1 and Visual Studio 2010 Beta 2. If you don’t have Visual Studio, download the free Visual Web Developer 2008 Express Edition
The AppFabric SDK includes API libraries, tools, samples, and documentation for building connected applications with the .NET platform.