We need information about following database features:

1: SQL Server Agent/Jobs
2: Replication
3: Backup and restore
4: CLR Assemblies
5: Service Broker
6: Partitioning
7: Mirro		

easily found here: SQL Server Feature Limitations (Windows Azure SQL Database)

Just to add to JuneT's answer....

1. SQL Server Agent/Jobs - you need to build your own scheduling tool. Commonly this is a worker role with the scheduling done via a service or windows task scheduler.  There is also the option of a 3rd party scheduling software or hosted service.
2. There are data sync services, and from a high availability perspective replication exists behind the scenes to two copies of each database, however nothing exists matching the on-premise replication services.  For transactional replication for example, you'd have to manage that in your application layer.
3. It doesn't exist.  You can create a database copy, or you can export the database to a BACPAC file, but neither solutions are great.  Point in time restore is on its way, but no traditional backup exists yet.
4. CLR Assemblies - you can't use them.  But as the architecture relies so heavily on the application layer anyway, I'd say this is a minor issue. 
5. Not much to say on this one except that no alternatives exist.
6. You have to manage your data in a different way in WASD, so you may partition your data across several databases for example to achieve horizontal partitioning.  But vertical partitioning does not exist.
7. Mirroring isn't required due to the high availability aspects being managed by Microsoft internally.