A web role is a cloud service role , which comes with IIS and accept internet traffic and used for web applications front end purpose.

Web Role is a Cloud Service role in Azure that is configured and customized to run web applications developed on programming languages/technologies that are supported by Internet Information Services (IIS), such as ASP.NET, PHP, Windows Communication Foundation and Fast CGI.

To read more about web role, please visit the following resources:

1. Microsoft Azure: Creating and Deploying Web Role
2. Worker Role in Azure Cloud Service