I installed this is I would like to share my knowledge.
This is not a real connector and it does not install a standard Arcsight connector, it will setup everything it need in the cloud. You will need a Syslog NG connector to get the data and this can be installed in or out of the cloud. You will also need a Windows server in the cloud to run the Powershell script to configure your Azure cloud (this is included in the zip).
1- Setup a Syslog NG connector with TLS in or out of the cloud, obviously if it is out of the cloud it need to be accessible from the cloud.
2- From the Windows server in the cloud you run the Powershell script to setup everything, Follow the install insruction in the documentation. You dont need to keep the server unless you want to rerun the config or upgrade the install.
3- There is a lot of stuff to be configured and it may take a few run to make it work.