Create and use an Azure file share

Select the storage account from your dashboard.
On the storage account page, in the Services section, select Files.
On the menu at the top of the File service page, click + File share. The New file share page drops down.
In Name type myshare. Leave Transaction optimized selected for Tier.
Select Create to create the Azure file share.
Select File shares.
Select the file share you’d like to mount.
Select Connect.
Select the drive letter to mount the share to.
Copy the provided script.
Paste the script into a shell on the host (Windows or Linux VM or your own personal laptop) you’d like to mount the file share to, and run it.

Tutorial