Q: How can I download a VHD I have in my Azure Storage account to my local disk?
A: There are several ways to download files from Azure. An easy way is to use one of the third-party Azure Storage tools, such as ClumsyLeaf Software's CloudXplorer. Another simple method is to use PowerShell; for example:
Save-AzureVhd -Source "https://<storage account>.blob.core.windows.net/vhds/<name>.vhd" -LocalFilePath "c:\temp\<name>.vhd"
You can navigate the storage account's VHD container in the Azure portal to find the correct URL for a VHD. Then, just select the copy to clipboard icon.