Is there any way to download all files from my Azure storage account instead of downloading one by one?? All of my files are shown on 'file shares', and there isn't seem to be an option to download all the files. I am not using blob services.
Everything seems a bit confusing atm to me. It's frustrating. I would appreciate some help. Thanks.
You should use the latest version of Azure Storage Explorer, version 1.10.1, follow this link to download and install:
After it's installed, open it -> nav to you file share -> select all the files / folders -> then right click, you can see the "Download" in the context menu.