Can you please confirm if you want to use the Azure service REST API or service bus SDK's?
If it is service bus SDK then you can refer to receiving message from a queue section. When using AMQP, which is the default protocol, messages are acquired over a stateful protocol and with a credit-based flow. "Long polling" implies that there is a request and the response is being waited for an extended period of time, and that's never the case in AMQP. You can also refer to Flow Control in the AMQP spec. As in the example, the application will keep on waiting for the messages and you can customize it according to your business needs.