I presume you have a web-application. You'll have to create a redirecting rule which checks what domain been requested and if it matches *.cloudapp.net, then do a permanent redirect to mydomain.com.
In web.config something like this answer:
<rewrite>
  <rules>
    <rule name="Redirect to www" stopProcessing="true">
      <match url="(.*)" />
      <conditions trackAllCaptures="false">
        <add input="{HTTP_HOST}" pattern="^.*.cloudapp.net$" />
      </conditions>
      <action type="Redirect" 
        url="{MapProtocol:{HTTPS}}://www.domain.com/{R:1}" />
    </rule>
  </rules>
  <rewriteMaps>
    <rewriteMap name="MapProtocol">
      <add key="on" value="https" />
      <add key="off" value="http" />
    </rewriteMap>
  </rewriteMaps>
</rewrite>
Disclaimer: I have not tested this redirect in web.config. My applications are running Asp.Net MVC and I do redirects by adding a global filter which does a bit more checks.