The Azul has its own small beach cove called Cala Esmeralda and is also close to Cala Ferrera larger beach, most daytime activities revolve around the beach but there is also a kids club on site that caters for the many German and British kids on site. There are a good mix of pools on site, a gym and organised daytime activities. We have stayed in the Azul and the ajoining Esmeralda and both were excellent, but we did not like the Azul gardens complex as this is away from the main complex where every thing seems to happen.
Cala D'or itself is a ten minute walk away but there are resturants and bars all the way from the Azul to the center of town, the Marina is a twenty minute walk away but is well worth a look. Try
http://www.caladorscene.com
it will give you an idea of the area.
hope this helps
Steve.

Reviews of hotel
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reviews of resort
http://www.holidaytruths.co.uk/reviews/spain/balearic-islands/mallorca/cala-d-or/

HTH
Biff