I came across two great posts I'd like to combine and share on how to RDP into a VM from the new Azure Portal (using ARM), then a simple way to copy files from your local environment to that VM via File Explorer.

To RDP into the VM via the (new) Azure Portal, first you need to add a DNS name in the porta.  Then you will replace the public IP in the RDP file with that DNS name to RDP into the VM successfully.

http://pleasereleaseme.net/remote-desktop-connections-to-new-style-azure-vms-where-has-the-dns-name-gone/

 After you do that, here is a tip on how to configure the downloaded RDP file to use local resources. For instance, you can map your local c:\temp drive to be seen in the File Explorer view on the VM after you RDP into it.

http://windowsitpro.com/azure/tip-how-transfer-files-azure-vms

 

 

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