How do you go about setting up secure web sockets in Azure? I currently have a web role using web sockets (using the Microsoft.Web.WebSockets package). I was unable to find any guides on how to do make this communicate over wss:// rather than ws://. What do I need? A certificate? How do you create one? Do you need to do something special in the Azure control panel or web role config? (As you can understand, I'm pretty new to this.)
You assume right that you'll need an SSL certificate first. You can create certificates using IIS, deploy them to the Azure Management Portal and to your webrole application.
Here is a step-by-step tutorial from the official Azure Documentation on exactly this scenario.