The article at http://www.windowsazure.com/en-us/develop/net/how-to-guides/access-control/ has a section that is still VS 2010 based, despite the whole article being written for VS 2012. The section "Configure Trust between ACS and Your ASP.NET Web Application" states:
1. In Visual Studio 2010, in Solution Explorer, right-click the application name, and then select Add STS Reference.
This area changed a lot by .NET 4.5 having WIF "built in". The actual process how to configure trust is described at http://visualstudiogallery.msdn.microsoft.com/e21bf653-dfe1-4d81-b3d3-795cb104066e
Nik