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Currently I have Jenkins installed on Windows Server as a Service but I am looking at installing Jenkins on Azure but the MSDN docs talk about creating a Jenkins server on an Azure Linux VM from the Azure portal, outlined in the following link: https://docs.microsoft.com/en-us/azure/jenkins/install-jenkins-solution-template.
Is this the only way or can I install it on a Windows VM and run it as if it was installed on a local Windows machine ? Thanks
If I understand your question correctly then yes, you can create a windows VM in azure and install jenkins on it the same way as on a local machine.
They're might be some differences in the configuration of the environment for example about security, user access, routing etc
Do you really care about the OS behind jenkins that much? Jenkins is fine running in a Docker container in your choice of orchestration environments (Kubernetes, Dokku, etc.).
Running jobs on the controller is not a great idea, so the OS for build jobs is going to depend on the agents. Running agents in containers gives you a lot of flexibility, including having different pools of agents for different OS versions.
