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You can generate the SAS token: Settings => Shared access signature => Select the options required and click on generate SAS and connection string and copy the SAS token.
To learn more about SAS tokens and how to obtain one, see Using shared access signatures (SAS).
Use only the latest version of AzCopy (AzCopy v10):
Option1: Use Azure AD
Download a single file using OAuth authentication. Please use 'azcopy login' command first if you aren't logged in yet:
azcopy cp "https://[account].blob.core.windows.net/[container]/[path/to/blob]" "/path/to/file.txt"
Upload a single file with a SAS:
azcopy cp "/path/to/file.txt" https://[account].blob.core.windows.net/[container]/[path/toblob]?[SAS]
Option2: Use a SAS token
You can append a SAS token to each source or destination URL that use in your AzCopy commands.
This example command recursively copies data from a local directory to a blob container. A fictitious SAS token is appended to the end of the of the container URL.
azcopy cp "C:\local\path" "https://account.blob.core.windows.net/mycontainer1/?sv=2018-03-28&ss=bjqt&srt=sco&sp=rwddgcup&se=2019-05-01T05:01:17Z&st=2019-04-30T21:01:17Z&spr=https&sig=MGCXiyEzbtttkr3ewJIh2AR8KrghSy1DGM9ovN734bQF4%3D" --recursive=true
Hope this helps.
MSDN Source: Azure File storage SAS TOKEN