Right-click a WebSharper web project node in the Solution Explorer,
and select Publish... to open the "Publish Web" dialog.
To publish to Azure, click "Microsoft Azure Websites" and log in with your Microsoft account if prompted.
To use Web Deploy or publish to local folder, local network or FTP, click "Custom".
Warning: if you are deploying an F# web project (for example created by the Client-Server Web Application or Single-Page Application templates), you might get an error about "Exception in executing publishing" when first creating a publish profile. This is probably because F# web projects are not fully supported in Visual Studio right now. Ignore this, running publish again with the created profile should work.