SQL Server 2014 and Cloud - Getting Started with SQL Server 2014 Administration - page 12

2. When you have successfully connected to your storage account, the Azure
Storage Explorer will look similar to the following screenshot:

3. When successfully connected to the storage account, you will see the
SQLDATA container on the left-hand side; click on the security button.
4. When the security dialog box opens, you will need to first create a new
policy. Click on the Shared Access Policy tab.

5. Click on the New button and give the policy a name. To keep things simple,

I called mine sqldata and gave policy permissions to read, write, list, and
delete; along with this, you can also give it a start date, a start time, an end
date, and an end time.

6. You then need to click on the Save Policies option. Following this, click on

the Shared Access Signature tab, which is in the middle tab of the Security
dialog box.