To install the Splunk AppDynamics for Windows Azure NuGet package you need:

• Connection information for your Controller
• Visual Studio >= 2012
• A Visual Studio solution to monitor
• Windows Azure SDK
• Windows Azure account

These instructions assume you are familiar with NuGet package management in Visual Studio and with the Microsoft Azure Portal. You can also try the step-through tutorial on how to instrument an App Service on the community knowledgebase.