Explanation
The azcopy copy command copies a directory (and all of the files in that directory) to a blob container. The result is a directory in the container by the same name.
Reference:
https://docs.microsoft.com/en-us/azure/storage/common/storage-use-azcopy-blobs
https://docs.microsoft.com/en-us/azure/storage/common/storage-ref-azcopy-copy