At the end of this three-part blog post, you will have created a Windows Phone app that can receive push notifications when certain email events happen (e.g. email opened or link clicked), in near real-time.
This code (source) was developed within VMWare Fusion 6 on Mac OS X Mavericks, running Windows 8.1 in Visual Studio Express 2013 for Web. You may find the source code for this tutorial on Github. This code was also tested on a Microsoft Surface Pro running Windows 8.1.
First, you'll need a SendGrid account (a free account is sufficient). Next, you need to configure the Event Webhook as described under the heading Setuphere.
This tutorial was built on top of the ASP.NET Web Application template for C#, which is included with Visual Studio Express 2013 for Web. If you are new to ASP.NET and Microsoft Azure development, I recommend this tutorial. After completing that tutorial you will have a working web application that you can easily modify with the code provided.