I have tried several .NET pdf libraries to create a pdf page from a html page.
Well in Azure it's not working for a website because i'm receiving a timeout.
I found on the web people are talking about running the pdf converting as a worker role.
Anyone knows how to configure a worker role to work with the azure website.
I cannot find much info on the web about this. Is it possible?
You're conflating things. Azure Websites is a service. Azure worker role is a stateless virtual machine running in a Cloud Service. They are two separate things. Plus, you do not need a worker role to generate PDFs (though it's certainly a viable option). You simply need the ability to install your PDF-rendering software, whether that's in Windows or in Linux.
You will not be able to install such software in Azure Websites, but you can install software in Azure web/worker roles (via startup scripts) or Virtual Machines (via ssh/rdp). Which you choose, as well as the PDF library you choose, is completely up to you (and out of scope here, since that level of architecture is subjective).