Azure application accessing local resources

Can an application in Azure access resources in the local system?

I need to write a program that can access the Internet Explorer windows open in the local system of the user. I know how to do the Internet Explorer part. It needs to store the data in Azure so that the data is available to everyone in the world with an internet connection.

As best as I can determine, applications executing in Azure cannot access the local system's resources. So as I understand, my best solution is to write a desktop application that stores the data in Azure. In this case, it only needs to read the existing data and insert data; the updates and deletes would be in a separate program that could either be an Azure application, a web site application or a desktop; I assume that all of those could potentially satisfy its requirements.

I am only asking about the first program that will gather the data (do the inserts). Since it needs to access IE in the client, must I use a desktop application?