To map an Azure drive from a windows computer you must ensure that the value of registry key is 3:
HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Control\Lsa\lmcompatibilitylevel
You can use this command to change the key from command line
reg add HKLM\SYSTEM\CurrentControlSet\Control\Lsa /v lmcompatibilitylevel /t REG_DWORD /d 0x3