Follow https://learn.microsoft.com/en-us/azure/cloud-shell/get-started/new-storage?tabs=azurecli
The first time you start Cloud Shell you have the choice to continue with or without storage. Creating a storage account allows you to create files that are persisted across sessions. This article shows you how to start Cloud Shell with a newly created storage account for persistent file storage.
Start Cloud Shell
Sign into the Azure portal.
Launch Cloud Shell from the top navigation of the Azure portal.
The first time you start Cloud Shell you're prompted to which shell to use. Select Bash or PowerShell.
In the Getting started pane, select Mount storage account. Using the dropdown menu, select the subscription you want to use for Cloud Shell, then select the Apply button.
- In the Mount storage account pane, select We will create a storage account for you. Select the Next button to create a new resource group and storage account.
Alternatively, you might want to point to an existing storage account
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hth
Marcin