Yes, you can recover the files on your local computer instead of an Azure VM.
After completing the steps outlined in the Microsoft documentation up to Step 5, you can modify the script provided in Step 5 to restore the files to a local directory on your Windows 10 computer instead of the Azure VM.
To do so, modify the script to specify a local directory path where you want the recovered files to be saved. For example, you could modify the script to include the following line:
$destinationPath = "C:\recovered_files"
Replace "C:\recovered_files" with the directory path where you want the recovered files to be saved on your local computer.
Then, run the modified script on your Windows 10 computer. The recovered files will be downloaded and saved to the directory specified in the script.