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