You installed New Relic's .NET agent through Microsoft Azure Cloud Services, and then you installed the NuGet package. After waiting a few minutes for data to start being collected for your app, data still does not appear in the New Relic APM user interface.
In order for the .NET agent to start up and attach to your app, at least one metric must be collected. If you have an external call or database call that New Relic instruments, then your app will report data to your New Relic APM Overview page. In addition, information about external calls will appear on your app's Service maps.
Without custom instrumentation, Worker Roles only report database calls and external calls. (Instrumenting a Worker Role is similar to instrumenting a custom application.) To view other details, you must gather custom metrics using New Relic's .NET API and view them in a custom dashboard.
For more help
Additional documentation resources include Azure Troubleshooting (tips and procedures specific to New Relic's .NET agent and Microsoft Azure products).