Hello @Arif Usman ,
Using Storage Account explorer UI there is no option to copy from blob to file share but you can make use of azcopy commandline tool
More about azcopy utility: https://learn.microsoft.com/en-us/azure/storage/common/storage-use-azcopy-v10?WT.mc_id=AZ-MVP-5001086
Example command which I just tried in my local to copy blob from container to fileshare
.\azcopy.exe copy 'https://STORAGEACCOUNTNAME.blob.core.windows.net/test2/1.html?SASKEY' 'https://STORAGEACCOUNTNAME.file.core.windows.net/testa/f1/1.html?SASKEY'