Copy Data from/to Azure FileShare/Blob to Any Destination .
Command is very simple :
Azcopy copy SourceSASURL DestinationPath –recursive
Sample Command :
azcopy copy "https://kbclinks.file.core.windows.net/?sv=2018-03-28&ssco&sp=rwdlacup&se=2019-10-11T019-10-11T15:39:14Z&spr=https&sig=x2CyIEcBROqqVFaLiG" "F:\New Folder" --recursive