Use Azure Data Lake Tool in Visual Studio for developing and testing locally. Watch out for stale versions that may cause issues with creating / managing local databases,
I am very honored and humbled that this morning I'll be demoing Big Cognition at PASS Summit 2016 Keynote.
How to add Azure Data Factory extension to Visual Studio
HDInsight: Hadoop command line
Hadoop commands can be useful to manage Windows Azure blob storage with HDInsight cluster. This "In A Jiffy" post outlines where to execute these commands.