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If you need to access the other nodes in the cluster and you have used the key option, you have two options. The best method is to run a pagent and ssh with forwarding enabled so the MGS node can get the private key from your workstation. The other less secure way as you make you are exposing your private key would be to copy your private key to the MGS so it can be used to access the other nodes.
You can use this method to log in to your clients to run benchmarks or try out some applications.
following is what the dashboard link will show
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To install clients to mount and try out your new filesystem follow the steps at https://blogs.msdn.microsoft.com/arsen/2015/10/29/deploying-intel-cloud-edition-for-lustre-on-microsoft-azure/