It's perfectly possible to install Lansweeper on a Windows VM running in Azure/AWS/$cloudprovider, without any special steps as far as installing Lansweeper goes. Keep in mind you'll still need to make the necessary changes to publish your web console. I'd advise installing IIS first and installing your web console under IIS. Publishing/SSL securing can then be done via IIS (not Lansweeper specific). You could even set up the necessary rules to still perform agentless scanning of your network, or scan via LsAgent.
One side note, is that it's currently not possible to host Lansweeper in a cloud-based stand-alone database provider such as Azure SQL Server. But conversely a full Windows OS (with SQL Server installed) hosted in Azure will do just fine.