@Prabin Bhusal Welcome to Microsoft Q&A Forum, Thank you for posting your query here!
Do you get any error message or error code, If so can you share the screenshot of the error?
This articles provide some insights on your query Mapping a Network Drive to an Azure File Share Using Domain Credentials
You can enable the feature on a new or existing on-premises AD DS environment. Identities used for access must be synced to Azure AD. The Azure AD tenant and the file share that you are accessing must be associated with the same subscription.
Domain-join an on-premises machine or an Azure VM to on-premises AD DS. For information about how to domain-join, refer to Join a Computer to a Domain.
If your machine is not domain joined to an AD DS, you may still be able to leverage AD credentials for authentication if your machine has line of sight of the AD domain controller.
Make sure you have completed the prerequisites:
Enable Azure Active Directory Domain Services authentication on Azure Files
Hope this helps!
Kindly let us know if the above helps or you need further assistance on this issue.
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