Azure Cloud Drive represents a mounted NTFS volume that is persisted between role recycle events.
A Windows Azure drive acts as a local NTFS volume that is mounted on the server’s file system and that is accessible to code running in a role. The data written to a Windows Azure drive is stored in a page blob defined within the Windows Azure Blob service, and cached on the local file system. Because data written to the drive is stored in a page blob, the data is maintained even if the role instance is recycled. For this reason, a Windows Azure drive can be used to run an application that must maintain state, such as a third-party database application.