As per documentation:
Enter the list of artifacts to upload, following the Ant glob syntax. You may create mappings between groups of artifacts and the virtual directory structure for them to be put under in the blob storage using the "::" notation.
As an example you can follow the following steps to understand how to use this feature.
Create a folder inside another one with one file inside each one.
In the glob syntax use the following:
Finally, you should end up in Azure with the following configuration.
Alternatively, you can use Cyberduck CLI which may do things easier in case you want to rely on a difficult folder structure.