this article on HiveStorageHandler will let you create Hive Table which is backed by Azure Storage Tables. It's available on GitHub:
https://github.com/simonellistonball/hive-azuretables
You will also need the Microsoft Azure SDK for Java in your Hadoop classpath for this to work. The easiest way to do that is probably to install it somewhere central like /usr/lib/hadoop/lib/.
If you do a mvn package on my repo, you should get something you can then load with a hive ADD JAR. The Readme for the repo contains a sample query showing how to create a Hive table that connects to Azure.