Hi @Baljit kaur and welcome to the community!
Unfortunately, there is no native supported mechanism for automated backups, but Atlassian does provide this where they clearly states
Atlassian Support cannot guarantee any assistance with
https://confluence.atlassian.com/jirakb/automate-backups-for-jira-cloud-779160659.html
Other than that, I see a couple options on the marketplace, but I'm not sure that either support backup to Azure:
https://marketplace.atlassian.com/search?hosting=cloud&product=jira&query=backup
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