First, go to portal.azure.com, then search for storage account.
Next, click Create.
Select your Subscription.
If you do not yet have a resource group, create a new one.
Now name your storage account (needs to be globally unique), select your region (should be East), performance should usually be standard, and then for redundancy leave the default, but feel free to review the options Microsoft provides here.
Feel free to review the rest of the options starting with Next: Advanced, but in most cases the defaults will be fine. Click Review.
Click Create
Within a Storage Account, data lives within containers, which you can kind of think of as folders. In one sense then, the Storage Account is like an external hard drive, and then containers are the folders on the drive. To create a container, first click containers on the left menu bar.
Now click the +Container icon, name your container (leave it private), and then click Create.
SAS stands for shared access signatures, which allow you to access private containers from outside the azure environment.
From within the container, click Shared access tokens on the left hand menu.
We recommend on this page you select Account key for the first option, but the rest are up to you depending what you are trying to do. View more info on SAS keys at this Microsoft page. Make sure you grant sufficient permissions! The default is only 'READ' but you will need at least 'LIST' and probably a few others.
Once you click generate, copy the Blob SAS URL. We will need this for file copy paths.
Now we have a secure path to copy data in and out of the container. The format Microsoft uses is as follows:
https://<source-storage-account-name>.blob.core.windows.net/<container-name>/<blob-path>?<SAS-token>
Usually you want to move data with Microsoft's command line tool called azcopy.
It should be installed on an Azure VM, but if you are moving from a Linux cluster or your laptop, install using conda/mamba using mamba install -c conda-forge azcopy. You can also download the executable here.
Now, you can run use azcopy to move data as desired. See these docs for more details.
One example would be:
azcopy copy test.txt "https://<source-storage-account-name>.blob.core.windows.net/<container-name>/test.txt?<SAS-token>"
You may or may not need the double quotes around the URL, on a Mac you will need the double quotes.