CloudConfigurationManager missing from Azure SDK v2.4?
It is in the folder C:\Program Files\Microsoft SDKs\Azure.NET SDK\v2.4\packages as a local NuGet package (see below). Also, there is a file in that directory titled LocalPackagesInstallationInstructions.docx that explains how to add it as a path for your NuGet Packages. If you have a new dev environment installation (as I did recently) then you may find this helpful.
Latest Answer .Install Package Microsoft.WindowsAzure.ConfigurationManager.3.2.1 or newer
which contains Microsoft.Azure namespaces which is having this class. CloudConfigurationManager