With lower tier VM’s in Azure you have a limit on how many data disk you can attach. As an example an A1 can only have 2 datadisks of 1 TB each attached. So if you just want to use Azure for storing a lot of data like backup you are kind of out of luck. You would either need to get a higher tier VM that allows for more datadisks or use a service like Azure Backup instead.
Let me give you one more option, Azure Files Shares.
Now, I hear a lot of you say; “you can’t use a share as a local disk”. And you would be correct, you can’t. Though let’s be a bit sneaky, and get around that limitation.