@stephane clavel As I understand it you wish to know which ports need be open on your firewall to communicate with Azure Files over VPN. Please correct me if I am misunderstanding the issue.
Networking information for Azure Files can be found on the Planning for an Azure Files deployment page as well as the Azure Files networking considerations page. Port 445 is required to be open to mount and use Azure Files.
Hope this helps! Let us know if you have further questions.
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