Instead of storing your binary files in a relational database, the Azure storage connector provides you with all the necessary functionality to store them in a blob container.
It is required to create an account at Microsoft Azure. With this account you can start using the Azure blob storage resources for storing your files.
Be aware that a blob storage comes with a price: https://azure.microsoft.com/en-us/pricing/details/storage/blobs/.
For a more detailed explanation, please read the provided documentation.