Azure Files is Microsoft's easy-to-use cloud file system. Azure file shares can be seamlessly used in Windows and Windows Server.
To use an Azure file share with Windows, you must either mount it, which means assigning it a drive letter or mount point path, or access it via its UNC path.
Unlike other SMB shares you may have interacted with, such as those hosted on a Windows Server, Linux Samba server, or NAS device, Azure file shares do notcurrently support Kerberos authentication with your Active Directory (AD) or Azure Active Directory (AAD) identity, although this is a feature we are working on.
Instead, you must access your Azure file share with the storage account key for the storage account containing your Azure file share. A storage account key is anadministrator key for a storage account, including administrator permissions to all files and folders within the file share you're accessing, and for all file shares andother storage resources (blobs, queues, tables, etc) contained within your storage account.
References:
https://docs.microsoft.com/en-us/azure/storage/files/storage-how-to-use-files-windows