As I understood, it's long running process in server. Can it cover long-running program instance like online game server?
You can think of a worker role as a Windows Service or a Unix Daemon. It is, as you say, a perpetually executing process (although it may be in a wait state for a large portion of the time, but that's for you to decide).
Essentially it can run any code you'd like to write.
It can react to outside stimuli e.g. by polling from the Azure Queue service, but can also open communication channels, query databases, etc.
来源：https://stackoverflow.com/questions/5335789/whats-the-concept-of-worker-role-in-windows-azure-cloud