AzCopy is a command-line utility that you can use to copy data to, from, or between storage accounts. This article contains example commands that work with Blob storage.
You will need to download the latest version of AZCOPY. This is found at https://docs.microsoft.com/en-us/azure/storage/common/storage-use-azcopy-v10
Go to your home page.
Go to More Services.
Go to the Tenant Properties
Find the Tenant Property Tenant ID
Open a command Prompt.
Enter in the command:
azcopy login --tenant-id=<tenant-id>
You will be asked to navigate to a site (EXAMPLE: https://microsoft.com/devicelogin).
At the site you will be prompted for a code to have access to the storage
You will now need to signin with your microsoft account
You should get a confirmation message next.
First navigate to the Storage Account.
Scroll down until you get to Shared Access Signature(SAS.
You will now need to generate an SAS. You may need to select a allowed resource Type before you can actually generate an SAS
Now generate the SAS and copy it to your clipboard.
Open your cmd window
Enter in the follow command
Now the source file(s) [NOTE THE QUOTES]
Followed by the Blob Service SAS URL [AGAIN NOTICE THE QUOTES]
You will get a log of actions
I would like to point out mapped network drives do work