@Huang, Winston-HR Welcome to Microsoft Q&A Forum, Thank you for posting your query here!
The simple, across the board rule, is that AzCopy must be able to talk to both the source and the destination, and the destination must be able to talk to the source.
- AzCopy talks to the source to find out what files to copy.
- AzCopy then talks to the destination, and instructs it to copy the files.
- The destination then talks to the source, and attempts to get the files in question.
Please let us know if you have any further queries. I’m happy to assist you further.
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