If you would like to send mails from your FMG / FAZ which is running as an Azure VM, please be aware that Azure blocks unencrypted SMTP (Port25) traffic.
One possibility to send mails is :
to use a office 365 User, configure User and Password and use starttls
you may also use the default setting, because default will Try STARTTLS, proceed as plain text communication otherwise.
Of course you may also use the GUI to configure these settings
Then you may configure your Email Server in the Output Profile , there you may add the reciepients.
I would recommend you to configure a dedicated User
