Use Azure File Sync to centralize your organization's file shares in Azure Files, while keeping the flexibility, performance, and compatibility of an on-premises file server. Azure File Sync transforms Windows Server into a quick cache of your Azure file share.
You need an Azure file share in the same region that you want to deploy Azure File Sync.
Reference:
https://docs.microsoft.com/en-us/azure/storage/files/storage-sync-files-deployment-guide