There are three main disk rule in azure. They are
i) the data disk
ii) OS disk( operating system disk)
iii) the temporary disk
The Data Disk: This is a storage device or a managed disk that is attached to a virtual machine to store application data, or other data that one might need to save for future use.
OS Disk (Operating System Disk): This is a storage device that is created along side with the virtual machine(VM).It has a preinstalled Os Image. It has a boost volume i.e. a place where Os stores its system files.
Temporary Disk:: The temporary disk provides short-term storage for applications and processes, and is intended to only store data such as page files, swap files, or SQL Server. Data on the temporary disk may be lost during a maintenance event, when you redeploy a VM, or when you stop the VM.
HOW TO CREATE DATA DISK FOR A VM
a. open window virtual page on azure portal locate and click on disk

b. In the data disk click on create and attach a new disk

c. Fill the required information such as disk name, size, etc then apply.

d. Allow the disk to be created and attached.Once its done,you will successfully created disk message on the right top corner.

HOW TO INITIALIZE THE DISK TO THE VIRTUAL MACHINE
a. Open the window virtual machine page in azure

b. Right click on any part of window and click disk management

c. Right click on Disk 2 and click simple volume

d. A welcome to the simple volume page will showed up. Click next

e. Click next

f. click next

g.Click Next

h. Click finished. The code of the disk will change immediately to F:

*HOW TO CHECK FOR THE ATTACHED DATA DISK ON THE WINDOW VIRTUAL MACHINE *
a. open the window page and click on the file folder icons

b. On the left corner of the page click on *This PC *

c. Wait for the data storage page to load