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There are different ways to copy the data to Azure storage.
You can provide information specific to your scenario and review a list of optimal data transfer solutions. To view the list, navigate to your Azure Storage account within the Azure portal and select the Data transfer feature. After providing the network bandwidth in your environment, the size of the data you want to transfer, and the frequency of data transfer, you're shown a list of solutions corresponding to the information that you have provided.
Please check the below documents for more insights -
https://learn.microsoft.com/en-us/azure/storage/common/storage-choose-data-transfer-solution
https://learn.microsoft.com/en-us/azure/data-factory/quickstart-hello-world-copy-data-tool
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