Hello,
there are few way you can reach your goal:
Using Storage Explorer with Azure Files
https://learn.microsoft.com/en-us/azure/vs-azure-tools-storage-explorer-files
Use Azure File Sync to synchronize files from an on-premise server to Azure Files. Then recreate the shares in Azure with the synchronizing files, change the GPOs as appropriate.
Deploy Azure File Sync
https://learn.microsoft.com/en-us/azure/storage/file-sync/file-sync-deployment-guide?tabs=azure-portal%2Cproactive-portal
Get started with AzCopy
https://learn.microsoft.com/en-us/azure/storage/common/storage-use-azcopy-v10
Enable Azure Active Directory Domain Services authentication on Azure Files
https://learn.microsoft.com/en-us/azure/storage/files/storage-files-identity-auth-active-directory-domain-service-enable?tabs=azure-portal#2-assign-access-permissions-to-an-identity
Hope this helps with your query,
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