@zzonalivre
It is certainly possible to upload files and generate SAS urls for Azure File storage. Please see Develop for Azure Files with .NET which walks you through these most of these tasks. There is also samples and information that can be found on GitHub.
Since you are already working on doing this via SDK you might also consider blob storage. See Quickstart: Azure Blob Storage client library v12 for .NET for examples on how to do these tasks with blob storage. More information can also be found on GitHub.
Hope this helps you get started! Let us know if you run into any questions or issues and we will be happy to help.
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