It used to be the case that if you were deploying an application to Azure cloud services web role, and that application needed to use WIF, you would have to set "copy local" = true for the assembly reference for WIF, and then write a startup task to put it in the GAC up on your Azure. This is all because Azure did not have WIF.
Now that WIF is a part of .NET 4.5, do you still need to do this? Or is WIF available on your web roles already?