Azmodan is one of the best champions in siege damage. He can easily push 1-2 off-lanes using generals of hell and each cast of army of hell can melt at least 1 wall or fort.

He is a very valuable pick in any map that has objectives that can leave lanes unattended.

While laning try to spawn a general of hell and harass the enemy champions so they do not kill him. There is no need to push directly just trade with your enemies and let your minions push the lane. This is also an excuse to get the on-hero-hit quest, which gives much less damage but is easier to complete.

Since I get talents for glob of annihilation and demon warriors, All shall burn becomes pretty much a waste of mana. Using auto attacks and spawning demon warriors on top of enemies has higher DPS with much less mana cost.

Army of Hell is useful for 2 occasions:
During teamfights activating it on top of an enemy it can melt him with the on-spawn damage ticks and the minions also make it hard to aim some skillshots
While pushing at forts they can both tank for normal minions and clear enemy minion waves making normal minion waves and demon arriors have free reign over the fort.