Finally I got access to my Azure Files Preview, and so far it really looks promising, and opens a lot of possibilities. Can’t wait to dive in an test it more…
For now, the storage is only available when you access it from a VM/Worker/Web role in the same region, but hey, it’s still in Preview, so we can hope. If you want to speed it up, please give it a vote here
http://feedback.azure.com/forums/217298-storage/suggestions/6007774-access-file-core-windows-net-outside-azure-datac
Until you have the access your self, take a look at this blog post that explains the service
http://blogs.msdn.com/b/windowsazurestorage/archive/2014/05/12/introducing-microsoft-azure-file-service.aspx