How to create or use Local Folder in Azure?

Question

I have a required to download a file from SFTP server and the file downloaded is stored to local folder say "D:\Data\tempData.csv"

I have to read the data from local file and consume in my application for other data manipulation.

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

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

Can some one 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 file and then to read from there.

Thanks in Advance.