This is a walkthrough for setting up linux machines in Azure VM with Persistent storage and SSH Connection.

If you are student
claim your $100 Free Credit (No Credit/Debit card required):
https://azure.microsoft.com/en-in/free/students

Step-by-step procedure:

Go to: https://portal.azure.com/
login with same account, which you have used to claim student credit.

Click "Create a resource"

Click "Create" under "Virtual Machine"

Under resource group, click "Create new"
Fill the details of your choice

Choose the settings of your choice,
Image - Is the OS that will be installed your VM, I have chosen "Debian" there are many more options linux, windows etc...

Setup username and password for your cloud VM and select all SSH, HTTP, HTTPS ports. In the bottom select "Next: Disks >"

Choose the storage capacity according to your need. Then click "Review + create"

Review your settings, Then the deployment will take some time.

Wait for few minutes, Once it is loaded go to "Network settings", In the bottom right corner, Select "Create Port Rule" and "Inbound Port Rule"

Enter details same as in this picture, and click "Add" at the bottom on the right screen

Go to "Overview" tab on the left option and select "Restart"

Once it is done, Copy the PUBLIC IP ADDRESS of you VM, It can be seen in "Overview" tab

Public IP Address: XXX.XXX.XXX.XXX

In order to use the VM, Either you can choose "Connect" in the "Overview" tab or in your local machine terminal or command prompt

ssh <your cloud username>@your cloud vm public ip address
ssh raghavtwenty@xxx.xxx.xxx.xxx

Enter your cloud machine password to use the VM

Now the Cloud VM is ready to use, You can perform all terminal based command operations.

When you exit in the "Overview" tab, Select "Stop" to shutdown the machine.