How do I set up Azure Sql Server to have multiple instances?
There is a feature in Preview called SQL Data Sync, which can sync content between an on-prem SQL Server database and an Azure database.  However being in preview means you can't use it in production, and it does look to have been in preview for some time.  Register your interest,  try it out, this lets them know people might want to use the product.

Windows Azure SQL Database does not support replication so otherwise you're looking at a 'roll-your-own' type option at the moment.