Hi,

This is what I usually follow. See if this helps

1. When I have a small sample data in my local disk or any data shared by my upstream colleagues over email in csv format, I simply use the 'Import and Export data' option in the Databricks UI and upload my file to a DBFS path I want and use that path for loading to Spark data frame
2. If my files are created my another upstream Databricks job, that will anyway be on the the path accessible by the Databricks cluster. So I read from there.

Our cluster is hosted on AWS but I don't think it is different to Azure