Can we RDP / install third-party software to Azure App Service Web App

Question

I have read plenty of literature in this context (see links below). The presence of classic vs new Azure management portal, Roles vs App Services, Azure Website vs Azure Web

Answer 1

With App Service, you can't RDP or install 3rd party software.

If you need to do that, look at Virtual Machines. Another option is using Cloud Services' Web or Worker Role (look for the startup task).