You can download all the log iles using the Azure PowerShell cmdlet Save-AzureWebsiteLog, as shown in the code below. This code will download the log iles and store them in E:\Weblogs.zip on the client computer.
$wsName = "contoso-web"
Save-AzureWebsiteLog -Name $wsName -Output e:\weblogs.zip
NOTE :: SAVING LOG FILES TO LOCAL COMPUTER USING POWERSHELL
Using the Save-AzureWebsiteLog cmdlet to download log files will download all logs except the Failed Request logs. If you use this method for retrieving log files, you will need to use one of the other options to retrieve failed request logs separately.
$wsName = "contoso-web"
Save-AzureWebsiteLog -Name $wsName -Output e:\weblogs.zip
NOTE :: SAVING LOG FILES TO LOCAL COMPUTER USING POWERSHELL
Using the Save-AzureWebsiteLog cmdlet to download log files will download all logs except the Failed Request logs. If you use this method for retrieving log files, you will need to use one of the other options to retrieve failed request logs separately.