It's impossible. To use azure locally to cache windows, you always need to redirect the request to azure, which adds a serious delay on top of the request.
To check the properties of your cache, you need to deploy your service in azure.
As others have said, you can use Windows Server AppFabric caching locally, but be careful, there are some differences between Windows Server AppFabric caching and the Windows Azure caching service, for example, identity-based invalidation for local cache elements is not supported in azure. Be sure not to use any of these features when developing locally, or you may be surprised to deploy the service in the cloud.
For the window caching service, only support for time-based invalidation in the local cache is supported. The azure caching service for Windows is intended for use in your cloud services, so it makes sense to resort to using it when used on a local application.
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