You need to create an Azure Storage account.

Azure Storage offers two options for copying your data to a secondary region:

Geo-redundant storage (GRS)

Geo-zone-redundant storage (GZRS)

With GRS or GZRS, the data in the secondary region isn't available for read or write access unless there is a failover to the secondary region. For read access to the secondary region, configure your storage account to use read-access geo-redundant storage (RA-GRS) or read-access geo-zone-redundant storage (RA-GZRS).