Can you elaborate more on your use case?
If you're trying to export the zip file from Azure Blob Storage as a dataset to Dataiku, follow the below steps:
1. Set up a Connection with Azure Blob Storage. Go to Administration --> Connection --> New Connection --> Cloud Storage and Hadoop --> Azure Blob Storage (make sure your get access to this connection)
2. Once you set up the connection. Go to your Project Flow --> + Dataset --> Cloud Storage & Social --> Azure Blob Storage--> Select the connection you build from the drop down and provide the path
3. DSS will automatically read the file format under the zip file
Note: You need Admin access to perform Step #1