Hello,
I am not sure what kind of OLEDB connection string are you using to process Excel Data, that you have already implemented, but if it relies on Microsoft Office Interop Assemblies, I will disappoint you - that will not work in Windows Azure! There is no Office
in Windows Azure.
About getting files from BLOB to Worker role, you may check out this project:
http://azurevideoconv.codeplex.com/
It uses Blobs and Queues. First client uploads file to a Blob, then puts a message with the file name into Queue. The worker checks out the queue periodically and if message is found, the file from blob is being downloaded to the Worker role temporary storage.
But, again, it will not work with any kind of Office Interop. The only way to manipulate Excel files in Windows Azure is: (1) the files must be Office 2007 or 2010 format AND (2) you have to use
OpenXML SDK or any of its wrappers like
OpenExcel
Hope this helps!