How to create or use local folder in azure

I have a required to download a file from SFTP server and the file downloaded is stored in the local folder say "D:\Data\tempData.CSV"
I have to read the data from the local file and consume in my application for other data manipulation.

This job is created using web hooks schedule in Azure Web Jobs.

I am unable to download the file to azure and then read from there.

Can someone help me to use a location for temp data which is equivalent to "D:\Data\tempData.csv" in local system in the azure environment?

Suggest a place in azure where can I download a file and then read from there.

Thanks in Advance.

What I have tried:

Tried using SSH.NET DLL to download file from SFTP to local folder
Again to read from local folder to my application
Tried looking at BLOB storage usage, which was not approved Tech Arch.