Following is the article about Create and manage Azure Files share with Windows virtual machines https://learn.microsoft.com/en-us/azure/storage/files/storage-files-quick-create-use-windows
What we want is we have one existing file share hosted on our own on-premise data center and we want to share it AS SMB file share with Azure virtual machine where our application is hosted. Is it possible to have such hybrid kind of solution in Azure VM?