If you do not yet have an Azure account, you can get a free one (3 months trial) here. If you do, log into the Azure Management Portal.
In the navigation pane select New > Compute > Mobile Service > Create.
The first thing you have to do is to download and install the Mobile Services SDK. It provides you a set of APIs to integrate Mobile Services features into your Windows Store Apps. The second step, « create a table », is optional for this article. The third step allows you to download a sample application configured to work with the mobile service you just created.