Microsoft Azure is Microsoft's public cloud computing platform and infrastructure that is competitive with AWS, and Google Cloud. As of 2019, Azure is the 2nd largest and most utilized public cloud provider in the world. Azure offers similar capabilities such as managed databases, compute, storage, and serverless systems. Microsoft is not limited to Windows only workloads either. A key point for Azure is that they support all types of workloads, even Linux.
in other words
Microsoft's answer to AWS and Google Cloud.