@v01d you can create those services by yourself from Azure Portal (or ARM or Powershell)
1. Create Storage Account e.g. "queue-receiver-storage"
2. In this Storage Create Queue e.g. "my-queue"
3. Go to your Premium Storage where your data lands and create Event Grid System Topic
(you will have to select appropriate action - when to trigger the Event Grid and point it to my-queue
4. Once this is done - test it - load file to Storage and check if there is anything in my-queue
5. then go to your Databricks Notebook and configure cloudFiles.connectionString to my-queue (e.g. conn string with SAS token).

Now run your Streming Nootebook - it should go to queue, pick list of files that has arrived to queue, go to storage account with your data and pick files listed in queue.