@AzeemK
I am not aware of any way or tutorial on copying an Oracle DB with Storage Explorer. However, you can consider using Azure Data Factory for this task. You can copy data from an Oracle database to any supported sink data store, which includes Blob Storage.
Please see if this might work for your use-case. If you have questions about Azure Data Factory please feel free to start a thread with the Q&A tag azure-data-factory.
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