Azure File Storage Is a fully managed file share In the cloud which allow you to map a drive letter on your server or PC and access it as it was locally attached to your PC.
If the server that you are planning to map the drive on Is In the same Azure Network, you can skip the cmdkey and just map the drive, you can see my article on how to Map Azure File Storage Drive On Windows Server 2016 on same Azure network.
To start, Login to Azure Portal and Open Storage Account
Create a new storage account or use existing one
Once done copy storage account key from the storage account properties
Next from the storage account properties create a File Share
Once done, from the Windows 10 Machine run the line below from the cmd tool:
cmdkey /add:STORAGEACCOUNTNAME.file.core.windows.net /user:STORAGEACCOUNTNAME /pass:STORAGEACCOUNTKEY==
cmdkey /add:ntweekly.file.core.windows.net /user:ntweekly /pass:saccesskeypassword==
Next map the drive
net use K: STORAGEACCOUNTNAME\\.file.core.windows.net\store01 /u:STORAGEACCOUNTNAME STORAGEACCOUNTKEY==
net use j: \\ntweekly.file.core.windows.net\share /u:ntweekly accesskeypassword==
Once done you will see the drive mapped under This PC