If you do not have access to anything except bastion, then you need to place the files somewhere accessible to the VM, so you can use something like Curl or WGet to download them. This could be an Azure storage account, if you have access to one, which you could use a SAS token to secure so it is not public ally accessible.
If you do not have access to a storage account then you will need to find another location where you can upload files to then download into your VM.