Can you map an Azure VM shared folder to a local PC?

I have a shared Excel file that is on a Azure VM.  The folder that this excel file is located in is shared.  Is there a way for people to map to this shared folder on the Azure VM to their local PC?  I really don't want to have the people RDP to the Azure VM and log into the virtual machine in order to push the excel file up to that folder.

Thanks,

Mike

Mike