How to Attach a Data Disk to a Windows Virtual Machine
You can attach empty disks and disks that contain data. In both cases, the disks are actually .vhd files that reside in an Azure storage account. Also in both cases, after you attach the disk, you'll need to initialize it so it's ready for use.
[AZURE.NOTE] It's a best practice to use one or more separate disks to store a virtual machine's data. When you create an Azure virtual machine, it has a disk for the operating system mapped to the C drive and a temporary disk mapped to the D drive. Do not use the D drive to store data. As the name implies, it provides temporary storage only. It offers no redundancy or backup because it doesn't reside in Azure storage.
Connect to the virtual machine. For instructions, see How to log on to a virtual machine running Windows Server.
After you log on to the virtual machine, open Server Manager. In the left pane, select File and Storage Services.
Expand the menu and select Disks.
The Disks section lists disk 0, disk 1, and disk 2. Disk 0 is the OS disk, disk 1 is the temporary disk (which should not be used for data storage), and disk 2 is the data disk you have attached to the virtual machine. The data disk has a capacity of 5 GB, based on what you specified when you attached the disk. Right-click disk 2 and select Initialize.
You're notified that all data will be erased when the disk is initialized. Click Yes to acknowledge the warning and initialize the disk. Then, right-click disk 2 again and select New Volume.
Complete the wizard using the default values. When the wizard is done, the Volumes section lists the new volume. The disk is now online and ready to store data.
[AZURE.NOTE] The size of the virtual machine determines how many disks you can attach to it. For details, see Cloud Services and Virtual Machines Sizes.