If you have the Windows / Azure role for Windows Azure and the Windows Azure Virtual Machine in the same DC, you can access them directly using the internal IP address, using Virtual Networking (Vnet), using internal endpoints. To do this, you first need to create a virtual network, and then add your virtual machine to this VNet. VNet will provide your internal IP address, and your Web / Worker role can associate with this internal IP address.
You cannot set the mixed mode directly from the Windows Azure preview portal (it is not yet supported in the preview), but you can use PowerShell VNet cmdlets to configure it and work. For more help with the VNet team, you can directly contact them here .
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