@Handian Sudianto That was my oversight.
For no on-prem AD, I have done a lot of research, I found the following link is create a network share in an AAD only environment:
https://miketerrill.net/2019/07/04/how-to-create-a-network-share-in-an-aad-only-environment/
Note: Non-Microsoft link, just for the reference.
Here is the screenshot:
Hope it is what you want.
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