I have a simple wildcard routing rule I want to apply for my Azure web app.
You need to create a web.config file in your wwwroot folder and put the relevant config entries there.
Here's an example of an web.config rule, to give you an idea of what it should look like.
The below example redirect the default *.azurewebsites.net domain to a custom domain (via http://zainrizvi.io/blog/block-default-azure-websites-domain/)