Installing LeadHootz on a virtual machine requires you to first create your virtual machine. If you haven't already created a virtual machine checkout our other video.
You will also need to ensure that you have have the remote desktop icon available so that you can open your virtual machine.
Although this video demonstrates how to install LeadHootz on a virtual machine, the same still applies if installing on a desktop machine. The only difference is that you can move past those parts relating to browser security.
Please be aware that if you stop the virtual machine that you will for the first time be asked if you want to save the IP address. You must select yes, otherwise you will be required to go back to your azure portal to retrieve the dynamically created IP address before logging back in again.