To make an Azure HDInsight Cluster, open the Azure portal > click on New > select Data Services > click on HDInsight.
Hadoop is the default and native execution of Apache Hadoop.
HBase is an Apache open-source NoSQL database based on Hadoop that gives random access and solid consistency for a lot of unstructured data.
Apache Storm is a distributed, fault-tolerant, open-source computation system that enables you to process data in real time.