https://support.eset.com/kb3748

1. Log in to your Microsoft Azure account. You can access the Azure portal at http://portal.azure.com/

2. Click Browse All.

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3. Select the VM on which you want to install the ESET File Security VM extension and click Extensions → Add and then click ESET File Security.

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4. Click Create.

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5. In this window you can edit the installation settings.

• License key - Enter a valid ESET-issued License key or leave this blank if you plan to activate your ESET product later.
• Install Real-time file system portection - Choose whether you want to install Real-time file system protection, which scans files when they are accessed.
• Install Web and email component - Choose whether you want to install Web and email components that protect you while browsing the Internet and communicating via regular email protocols.
• Install Device control - This feature monitors the use of external devices and peripherals on your server. You can set this to "NO" because Device control will have no effect on a VM.
• Enable ESET LiveGrid® reputation system - Choose whether you want to enable the ESET LiveGrid® reputation system. We strongly recommend that you enable this, as LiveGrid® greatly enhances your protection from ransomware-type attacks.
• Enable detection of potentially unwanted applications - Set your preference for the detection of potentially unwanted applications (what is a potentially unwanted application?).
• Install ESET Remote Administrator Agent using created configuration file - If you want to install the ERA Agent, upload a configuration file from ERA Web Console. This configuration ".ini" file can be generated using these steps.

Click OK to proceed with installation. 

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6. A new notification will be displaiyed with a progress bar while the extension is being added.

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7. Successfully added extension ESET.FileSecurity to virtual machine... will be displayed when the extension has been added. If you have not done so already, you can activate ESET File Security using ESET Remote Administrator.