Is it possible to deploy Microsoft PDW on Azure? I've read about it and want to play around with it for a bit. 

I think it requires a minimum of 4-5 machines to run, which is feasible with Azure IaaS, but how do I actually deploy it there?
Hopefully you have seen the Azure SQL Data Warehouse announcements by now. It is Microsoft's data warehouse as a service offering. The syntax is very similar to PDW and it is also massively parallel like PDW.