1. Install cygwin at: http://cygwin.com/install.html
2. Install node.js at nodejs.org
3. Install git at http://git-scm.com/
4. Create the sample, hello.js
5. Follow the instructions here to create a new project and upload to azure http://azure.microsoft.com/en-us/documentation/articles/web-sites-nodejs-develop-deploy-mac/

According to nodejs.org:

Node.js® is a platform built on Chrome’s JavaScript runtime for easily building fast, scalable network applications. Node.js uses an event-driven, non-blocking I/O model that makes it lightweight and efficient, perfect for data-intensive real-time applications that run across distributed devices.