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Web Role: It provides a front-end web solution. This is similar to an ASP.NET app. Azure provides IIS and other needed services while it is assisting.
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Worker Role: It provides background service solutions. It has the ability to run extended activities.
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Virtual Machine Role: Both the web and worker responsibilities are performed on virtual computers. The Virtual Machine Roles allow the client to change the virtual machine that the web and worker roles are executing on.