A short tutorial how to attached a data disk on an Ubuntu 20.04. LTS VM on Microsoft Azure (assuming you already created one in Azure’s Portal).
Finding the correct disk
dmesg | grep SCSI
Usually the first attached data disk is sdc (after OS disk which seems to be usually sdb and boot disk sda).
Personally I find lsblk more helpful since it is listing the disks and mountpoints.
$ lsblk
NAME MAJ:MIN RM SIZE RO TYPE MOUNTPOINT
loop0 7:0 0 27.1M 1 loop /snap/snapd/7264
loop1 7:1 0 55M 1 loop /snap/core18/1754
loop2 7:2 0 69.3M 1 loop /snap/lxd/15138
sda 8:0 0 30G 0 disk
├─sda1 8:1 0 29.9G 0 part /
├─sda14 8:14 0 4M 0 part
└─sda15 8:15 0 106M 0 part /boot/efi
sdb 8:32 0 4G 0 disk
└─sdb1 8:33 0 4G 0 part /mnt
sdc 8:16 0 8G 0 disk
sr0 11:0 1 628K 0 rom
Now, partitioning
$ sudo fdisk /dev/sdc
m (for help and listing commands)
d (if Azure created a partition already)
n (create new)
p (primary partition)
Enter (take the defaults a few times)
Create a filesystem if needed
sudo mkfs -t ext4 /dev/sdc1
Create target folder and mount it
sudo mkdir /target
sudo mount /dev/sdc1 /target
Done.