Is there any way to create a drive in windows azure, and then that the users at the company can map a drive in their windows explorer, and upload documents there?
If so, how can I do that?
At first I thought you could do that through Azure File Service announced recently but then I found out that you can only mount in the VMs running in the same region as the storage account.
You may want to look at Gladinet Cloud Desktop tool which allows you to mount a blob storage account as a drive on the local computer. More information about this can be found here: http://www.gladinet.com/p/map_azure_storage_as_virtual_drive.htm.
Other than this, AFAIK there are no other ways to map a storage account as a drive on your local computer.