But, before you get started, overall, it seems that an on-premise HDInsight product has been abandoned by Microsoft for the Hortonworks for Windows kits. The focus is with Azure HDInsight, and the Hortonworks for Windows. The documentation is old, the links do not always work, and there are few comments about this elusive on-premise package, and those are about how it does not work. So, if you want Hadoop running on Windows, skip directly to Hortonworks (see link below). And keep in mind, that there are no listed sp_configure options for HDInsight - none!
Can we get it to Work?
Be forewarned, several people have commented that they cannot connect PolyBase to HDInsight in Azure. And I have not had time to give it a go.
Where do I get started?Start with the technet overview: HDInsight Server.
This will take you to another Technet article about Getting Started with the Windows Azure HDInsight Emulator. So, what does that mean? From some phrases, it seems to mean that the emulator is limited to a single node - for testing purposes. Down the page, another reference takes you to a Hortonworks partnership page: Hortonworks & Microsoft: Bringing Apache Hadoop to Windows. And this page has links to try HDP on Windows, or to try HDP in Azure.
Deep in one of the pages, you'll find your way to the Microsoft Azure page: Install the HDInsight Emulator.
HDInsight Emulator for Windows AzureOnce you get to the Azure page, you'll find a link to the install page: Microsoft HDInsight Emulator for Windows Azure. And for an earlier preview version: There is no date for this, so it might not be current, but here is the link: Microsoft HDInsight Emulator for Windows Azure (Preview). I found one comment that it does not show up in the installer! If you have any success with the Emulator, please let me know.
Is HDP in Azure different from or the same as HDInsightAccording to this partners page: Hortonworks Data Platform, they are different. Perhaps similar, but different.
PolyBase to the HDInsight EmulatorOnce I have more information, I'll update.
Other ResourcesIntroduction to Azure HDInsight
Microsoft HDInsight Server for Windows and Windows Azure HDInsight Service Announced
How to Install Microsoft HDInsight Server Hadoop on Windows 8 Professional