Azure File Sync is a cool solution that lets you create local, on-premises caches for your Azure Files shares.
Some benefits of this solution are:
Caching frequently accessed files for fast, local access.
Lets you create a local cache at multiple locations, and automatically keeps them all in sync with each other.
Centralizes your files in Azure Storage. You can use cloud-based backup and have fast disaster recovery.
Cloud tiering moves old and infrequently accessed data to Azure Files, helping you save space on your local servers.
There are a lot of rules and 'gotchas' with Azure Files Shares. I am a visual learner, so to help myself better understand this I created a diagram. You'll find it below.