You should first verify if Azure tools was successfully installed or not. Verify if you have the Windows Azure Tools for Visual Studio entry in your Add remove programs? Also check if you can create a new Cloud Service project. Refer this article for creating
a new project -
Also, please note that the "Add Windows Azure Cloud Service project" option is only available for certain flavors of web projects like ASP.NET web application, MVC3/4 etc. It will not be available for test projects.