I followed steps on this link :
https://msdn.microsoft.com/en-us/library/azure/ff683670.aspx
also try to shut my firewall antivirus off. When I attach to the WaIISHost. Exe process visual studio shows my breakpoint as enabled ( I am running only one instance of my cloud service ) but I am not breaking when I should ( I call the WS from console app ).
I think you need to attach w3wp.exe
when debugging code inside the website of your web role.