Assume you have an Azure Storage account in place where you can create your own cloud spaces like blobs, file shares, etc., here is a way for you to map the file shares in your Azure Storage account as a network drive on Windows.
Note that this is not to map the storage blobs but only File Shares.
You will also need port 445 open for outbound to allow SMB protocol traffic. You can quickly use the following PowerShell script to do a quick port scan test.
$resourceGroupName = "resourcename"
$storageAccountName = "storageaccount"
$storageAccount = Get-AzStorageAccount -ResourceGroupName $resourceGroupName -Name $storageAccountName
Test-NetConnection -ComputerName ([System.Uri]::new($storageAccount.Context.FileEndPoint).Host) -Port 445
Now, let’s open File Explorer, go to This PC, click Computer tab and Map network drive.
Select the drive letter and enter the UNC Path of your Azure Storage File Share, formatted as below:
Make sure to check the option “Connect using different credentials” and click Finish.
When prompted for a credential, put in AZURE\storageaccount as the username and your Azure Storage account access key as the password.
Hit OK, and done.
You can do so via Command Line or even PowerShell but somehow I find this is actually easier.