Depending on which Azure service you are using, the "download" process looks different. Here is a comprehensive guide on how to download backups from Azure for VMs, SQL databases, and Blob storage. Azure Virtual Machines (VMs)
Always remember to unmount the disks in the Azure portal to close the connection. Azure SQL Databases azure download backup
Find the .bacpac file in your container and click "Download." You can now import this into your local SQL Server Management Studio (SSMS). Azure Blob Storage Backups Depending on which Azure service you are using,
Do you prefer using the or Command Line (PowerShell/CLI) ? azure download backup
Initiate a restore but choose a new destination container instead of overwriting the original.
Navigate to your Recovery Services Vault and select the specific backup item.