I've been hosting my website on Microsoft's Azure service. I store a bunch of the content in an Azure File Storage container. I wanted to be able to quickly access and edit the files as needed. I googled "MacOS Azure File Storage" and found a set of Mac-specific instructions from Microsoft that walked you through how to map a network drive to Azure via SMB. Seems simple...
Just so you don't waste a few hours with this - the instructions are missing one critical piece of info. Most ISP's now block the port used by SMB (e.g. 445). As an example, here's a link to Xfinity's page on blocked ports.
There are a few other Mac-friendly ways to gain access to the files. I decided to give Microsoft's Azure Storage Explorer app a shot. You can install it using homebrew with:
brew cask install microsoft-azure-storage-explorer
After that, it's pretty easy to figure out, but if you need some quick instructions - link here.
If you decide you want to go the FTP route, I've found Panic's Transmit app to be the best MacOS option.