You may need to authenticate into Azure using your organization's authentication mechanism. After authentication you will need to allow the Qlik Web Connectors to access the data inside of this container.
Qlik's Web Connectors will bring you to a screen where there is an Authentication code. Copy this code
Navigate back to the Qlik SaaS screen to paste this code into the connection and select Verify.
After successful verification of this token, the Azure Storage Connection will show a status of authenticated.