Hello @SenhorDolas ,
Welcome to the Microsoft Q&A platform. Happy to answer your question.
Shared disks, is the only shared block storage in the cloud that supports both Windows and Linux-based clustered or high-availability applications. It allows you to use a single disk to be attached to multiple VMs therefore enabling you to run applications, such as SQL Server Failover Cluster Instances (FCI), Scale-out File Servers (SoFS), Remote Desktop Servers (RDS), and SAP ASCS/SCS running on Windows Server and of course file server failover cluster
The following 2 articles will help you understand this better, please read through 1564548 and step-by-step-configuring-a-file-server-cluster-in-azure-that-spans-availability-zones
Please "Accept as Answer" if any of above helped so that, it can help others in community looking for remediation for the similar issues.