Azure is Microsoft's cloud platform. It's a direct competitor to Amazon AWS, Google Cloud, and other similar platforms. Those are the big three, though, with broadly comparable offerings. If you're looking to do something fairly basic in the cloud it's likely any one of the three will be able to meet your needs.
Azure has some big advantages for any organisation with a pre-existing Windows ecosystem. It's easy to integrate Active Directory and to move Windows-based workloads to the cloud. It integrates well with Office 365, too. Azure has one other significant advantage for me, and that's its integration with Powershell.