To share file in Microsoft Azure, especially between on-premise and cloud, a very good option is Azure File Share, it is reliable and secure.
Enter in the Azure Portal and create a Storage Account.
Access in the Storage Account, select overview and Files.
Add a new file share.
Now you can directly upload files and create directory from the UI.
Let have a look how to share this, click connect and select the best option for you to share the storage, I selected the net use.
Open the command prompt in the machine you like to add the share and rune the command below:
cmdkey /add:STORAGE-ACCOUNT-NAME.file.core.windows.net /user:STORAGE-ACCOUNT-NAME /pass:STORAGE-ACCOUNT-KEY
Reading the connection string generated by the portal below
net use Z: \\ STORAGE-ACCOUNT-NAME.file.core.windows.net\misfmfileshare /u:AZURE\ STORAGE-ACCOUNT-NAME
You can find these information below:
Click on the storage account and select Access Keys, copy the first key.
copy the storage account name.
STORAGE-ACCOUNT-KEY: copy the first key.