Once you have your Sitecore instance running in Azure, you can proceed to install the core S4S Sitecore package the same as if you were installing in a local or VM instance.
There are a few differences when working with the Azure dashboard and infrastructure.
Logging: Where is it?
This screenshot is using Cloud Explorer in Visual Studio to get to the Azure resources
The azure.log.xxxx has all the relevant logging related to S4S function and troubleshooting
Here’s a tasty one:
This message is indicating that the model xml files have not been copied into the XConnect site!
SF Callouts in Azure PaaS