Setting up Azure for Adobe Analytics File Retrieval

I'm not sure if this is the right forum for this or if I am going to word this correctly but I will give it a try. 

Adobe Analytics has a feature where you can import what they call Classification files. It's basically additional data you can import to augment your analytics data. To do this you need to set up an account in their interface. We are looking to use Azure SAS. Below is the information this account setup asks for

Once this account is created you set up a Location in Adobe Analytics

The Location Account is the one set up in the previous step. This is all fine, but you will notice that you don't tell Adobe where the file is. At least I don't think you do. Adobe doesn't provide any guidance as what needs to be done on the Azure side. They provide links to Azure documentation, but I am told that the documentation is not great. Or maybe we are just overlooking something. I am wondering how you would set up Azure to be able to store the file and allow Adobe to access it?

I hope this makes sense. If you need additional details, I'll be happy to get them.