@Abhishek Kumar Gupta Welcome to Microsoft Q&A Forum, Thank you for posting your query here!
SFTP feature only supports blob storage, so you won’t be able to mount an Azure file share.
Azure Files doesn’t support SFTP, this is for Blob storage only. You can still use SFTP to access your file share, however, you would need to set up the SFTP server yourself. Generally speaking, customers want to use File Sync to cache their data on-premises like they do with StorSimple today,
Please let us know if you have any further queries. I’m happy to assist you further.
Please do not forget to "Accept the answer” and “up-vote” wherever the information provided helps you, this can be beneficial to other community members.