Hello,
There are several ways to get access Juypter Notebook from Azure offerings as bellow:
https://learn.microsoft.com/en-us/azure/notebooks/quickstart-export-jupyter-notebook-project#use-notebooks-in-visual-studio-code
But unfortunately, I don't think any of them supports clickable UI as File system in UI. But you can call you data in code, it is the same as normal.
https://learn.microsoft.com/en-us/azure/storage/blobs/authorize-data-operations-portal
One way you can manage your data as clickable UI as File system is you can go to data blob/ container directly.
Also, please feel free to share the scenario you want to do this, I will help to forward this feedback to engineering group for future development.
Regards,
Yutong