Emmanouil Gkatziouras shows that you can run a Hadoop job written in Scala on Azure’s HDInsight:
Previously, we set up a Scala application in order to execute a simple word count on Hadoop.
What comes next is uploading our application to HDInsight. So, we shall proceed in creating a Hadoop cluster on HDInsight.
Read the whole thing, but the upshot is that Scala apps build jar files just like Java would, so there’s nothing special about running them.