I was trying this tutorial: http://www.asp.net/web-api/overview/hosting-aspnet-web-api/host-aspnet-web-api-in-an-azure-worker-role and when I started to run the project for the first time I got the following error:
May be I need to add the emulator to windows firewall, but I don't know how to do that.
Found the solution on this page https://github.com/SignalR/SignalR/issues/1523 which is to run Visual Studio and Emulator as admin.