@Nayan Welcome to Microsoft Q&A Forum, Thank you for posting your query here!
With AzCopy, No. AzCopy uses our service-to-service copy APIs (e.g. PutBlobFromUrl/PutBlockFromUrl) for copies from both S3 and CGP. Those are blob APIs. The Files service does not have an equivalent API for copying directly to Files from other cloud providers.
We have ISVs that may support this scenario (https://learn.microsoft.com/en-us/azure/storage/solution-integration/validated-partners/data-management/migration-tools-comparison) for direct copies. Or if you can find a way to mount the bucket as a local file share, you should be able to use AzCopy.
Please let us know if you have any further queries. I’m happy to assist you further.
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