This web.config should work with codeigniter.
Just create a file called web.config and upload it to your wwwroot folder on Azure (The folder where your index.php is)
<?xml version="1.0" encoding="utf-8" ?>
<configuration>
<system.webServer>
<rewrite>
<rules>
<rule name="Rule" stopProcessing="true">
<match url="^(.*)$" ignoreCase="false" />
<conditions>
<add input="{REQUEST_FILENAME}" matchType="IsFile" ignoreCase="false" negate="true" />
<add input="{REQUEST_FILENAME}" matchType="IsDirectory" ignoreCase="false" negate="true" />
<add input="{URL}" pattern="^/favicon.ico$" ignoreCase="false" negate="true" />
</conditions>
<action type="Rewrite" url="index.php/{R:1}" appendQueryString="true" />
</rule>
</rules>
</rewrite>
</system.webServer>
</configuration>
Let me know how you get on!
Thanks