Typically on Windows Server Applications, troubleshooting is done by turning on IIS logs and event logs. These logs will survive restarts and developers examine them when a problem occurs. The same process can be followed in a Windows Azureapplication if remote desktop is enabled.
Developers can connect to each instance to collect diagnostic data. The collection can then be done by simply copying the data to a local machine. However, this process is time consuming and will fail if the instance is re-imaged Also, it becomes quite impractical when dealing with many instances.
Windows Azure Diagnostics (WAD) provides functionality to collect diagnostic data from an application running on Windows Azure and store them on Windows AzureStorage. The easiest way to setup WAD is to import the Windows Azure Diagnostics module to the application’s service definition and then configure the data sources for which diagnostic data is to be collected.