An Azure service that is used to provision Windows and Linux virtual machines.
If you want to connect from outside the machine then you need to open the firewall of the machine and the firewall of the Azure vNet of the machine
To open the Azure vNet, (1) navigate to your machine in the Azure portal, (2) Select the VM, (3) On the left menu click on networking
Add Inbound port rules to allow your IP to connect to the VM
And don't forget to configure the machine firewall as well (configuration depend on the firewall you use)