How to connect to VM Ubuntu Azure?

I want create simple TCP server on Azure VM Ubuntu, but can't connect to VM from VS2015.

1) I try connect by Putty, but get message 

Error writing session log (ASCII mode) to file: logs\vm_name_date.log

2) button 'connect' on my account on portal.Azure disabled. I don't know how to activate it and what do it button?
3) When i connect to "remote desktop" I get message:
Connect is invalid by reason:
a) Remote access to server is disabled
b) Remote PC is switched off
c) Remote PC is not connected to network

HELP ME PLEASE!!!))))