Microsoft created an online platform called Windows Azure Marketplace for trading Software as a Service applications and data. Users can choose to buy and sell various datasets, and that makes it a great place to use datasets hosted on the cloud with Tableau.
To access the Azure Marketplace datasets, you'll need to create or already have an account with Microsoft (which was earlier called Windows Live ID). Once you are logged in with your Live ID, you'll also need to complete the registration process.
Once you have completed the registration process for the Azure Marketplace, perform the following steps to get the data from the Marketplace to Tableau:
Microsoft Azure Marketplace offers a data market for users to explore datasets, which are usually scattered everywhere on the Web. This marketplace creates a central repository of datasets, and with Tableau's integration of this marketplace, it is very easy to analyze various datasets.
Microsoft's online support provides detailed information for users, who could be consumers or publishers of the data, as well as developers of Azure applications and services. You can read it at http://msdn.microsoft.com/en-us/library/windowsazure/gg315539.aspx.