When you provision a new Azure Website, you can
connect to it via HTTP or HTTP/S, if you choose to connect via HTTP/S from your
own domain name you will receive an SSL warning as the Common Name for your
website is not in the SSL certificate. This is because the default SSL
certificate is a wildcard certificate for the azurewebsites.net domain.
You can of course bind your own globally trusted
SSL certificate to an Azure Website, click on you Websites, and then on the
website you want to bind a certificate to. Click on the Configure option and
scroll down to Certificates. Click Upload a Certificate.
The Certfificate you tryv to upload must be in
the PFX format that has the associated Private Key, if you have generated a CSR
your computer and then requested the SSL certificate from GoDaddy for example
the CSR will hold the Private Key required. If you need guidance on how to
convert a GoDaddy (or any other vendor) certificate into a PFX file, you can
review this post
When you upload the certificate you will need the
corresponding password.
Scroll down to SSL Bindings, and from the drop
down select your domain, please note the domain must match the Common Name
configured on the certificate or the domain must be set as a Subject
Alternative Name (SAN) within the certificate.
Custom SSL bindings are
subject to a price increase. Click Yes.
From a new browser window you should be able to
browse to the website and see that it's configured with your SSL certificate.