marberts opened a new pull request, #49553:
URL: https://github.com/apache/arrow/pull/49553

   ### Rationale for this change
   
   This PR adds support for Azure. The Arrow R package already has support for 
AWS and GCS, and the Arrow C++ library has had support for Azure for a couple 
years now. Support for Azure is already available in pyarrow.
   
   This would close #32123. 
   
   ### What changes are included in this PR?
   
   - A new class `AzureFileSystem` that's analogous to 
`S3FileSystem`/`GcsFileSystem`, along with a helper function `az_container()` 
that's analogous to `s3_bucket()`/`gcs_bucket()`.
   
   - Updates to `src/filesystem.cpp` to interact with the machinery in 
`arrow/filesystem/azurefs.h`.
   
   - Updates to the configuration and build scripts to support building with 
support for Azure.
   
   - Updates to the vignettes on cloud storage and installation.
   
   ### Are these changes tested?
   
   Yes. See `tests/testthat/test-azure.R`.
   
   ### Are there any user-facing changes?
   
   Yes. There is a new function `az_container()`, serving the analogous role to 
`s3_bucket()`/`gcs_bucket()`, along with an R6 class `AzureFileSystem`, again 
serving the same role as `S3FileSystem` and `GcsFileSystem`.


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