Fernando Sibaja Araya has a step-by-step guide to building a Hadoop sandbox for testing PolyBase on SQL Server:
This guide will take you step by step into deploying a hadoop sandbox into Azure. You then will connect to the sandbox through SSH and tunnel all the required ports to your machine so you can access all the endpoints to execute hadoop queries from Polybase.
We will be deploying Hortonworks Data Platform Sandbox 2.6.4. This will be 1 VM running in azure and within this VM a docker container will have all the HDP services running.
Click through for the full set of instructions. I’m a little overjoyed that my blog snuck into the set of links and resources at the end.