I have a Windows Azure VM running VS2013 Load Test Controller and a second Azure VM running 2013 Load Test Agent.
I have not been able to get the two communicating
Can you Check your c:\windows\system32\drivers\etc\hosts file both agent and controler . If there is an entry assigned to 127.0.0.1 remove that.
When you install the Agent/Controller, be sure to use the same user (Admin) Account (Run as...). This account have to be in the group TeamTestAgentService on the controller.
In addition, after setup, the wizard will try to connect agent to the test controller. What's the status ?
MSDN explains here how to install/configure the test rig in a workgroup.
There is also a complete troubleshoot guide here.