Microsoft has releases a poster explaining the federation process for Azure.

http://www.microsoft.com/en-us/download/details.aspx?id=29213

Overview

The poster explains the federation process, including creating the federation root database, creating the scheme, and then using the split operation to partition the federation member into two partition members by row. It also explains the database infrastructure and includes sample T-SQL statements.

http://www.microsoft.com/en-us/download/details.aspx?id=29213