Hi,
For question 1, If you have multiple Azure web role instances running on the Cloud, all instances are equivalent and customers' requests will be divede to these instances via Azure Load Balancer. As far as i know, client application can not identify current
web role instance so far, if you want these function of Windows Azure, try to post your request as a feature request to Microsoft:
http://www.mygreatwindowsazureidea.com/forums/34192-windows-azure-feature-voting
For question 2, check this link to see if helps:
http://www.infosysblogs.com/cloud/2011/07/step_by_step_approach_to_expos.html
Hope it can help you.
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