Hi Harry,
BizTalk 2009 does not have any adapter to communicate with Azure.
There are other post which can help you out for sending and receiving message from BizTalk 2009.
http://seroter.wordpress.com/2009/07/12/securely-calling-azure-service-bus-from-biztalk-server-2009/
http://seroter.wordpress.com/2009/07/19/sending-messages-from-azure-service-bus-to-biztalk-server-2009/
Thanks
Abhishek