Any way to upload file to azure virtual machine from external application

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I have a windows application and I want to upload a file from this windows application to azure virtual machine data disk or os disk. I need this because there is some process(run by third party add-on) which work on azure virtual machine ,that process only able to read file from local drive. But that file will be generate through my windows application.

Is there any way to achieve this.

Thanks in advance!!

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There are two ways to upload a file to Azure VM:
1.Use AzCopy command-line or Azure Storage Explorer to upload the file to Azure blob (data disk).
2.Setup an RRAS (server) in Azure VM, connect Azure VM and windows via RRAS, then mount the Azure file share service to the windows and Azure VM (similar to a shared folder). The Azure file share only support SMB 3.0: enter image description here

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if you are using a DSVM (data science virtual machine), or any VM running jupyter notebook. you can simply use your browser to get to the jupyter notebook interface and click "upload" at the upper-right corner and simply upload any file from your computer to the active directory in a simple and common interface.

https://###your_VM_public_ip###:8000/

8000 is the default port for jupyter notebook, you can look in you vm settings in the azure portal to make sure that is the correct port for your case.