>>No
>>Azure Compute has 'Worker Roles' as well as 'Web Roles' which can be used to run tasks outside the web role.
>>You can also use a 'Virtual Drive' or possibly other options such as Azures own storage options.
>>SQL Azure, which is very similar to regular SQL server is also available.
>>
>>More detail here : http://www.microsoft.com/windowsazure/features/
>
>So, I can run multiple Web sites, multiple desktop applications, have my data on my own drive (the same for all this), with two separate folders for two databases, install SSL certificates and so on? If yes, would you have the monthly or yearly rates for such hosting?

Not really desktop applications but background tasks. If your data is SQL based then using SQL azure might be the way to go but you could also setup a VPN connection from Azure to your own SQL server elsewhere.

Pricing here: http://www.microsoft.com/windowsazure/features/

Bear in mind that not only do you save on the cost of hardware but also the OSs, SQL Server etc and you can scale what you need (up and down) depending on requirements.