If you want to give full access to the user, follow the below steps:
- Go to Permission Sets from the Setup home.
- Search for "Azure Integration Permission Set (Admin)" and click on it.

- Once the page opens, click on "Manage Assignments".

- Select users and click on "Next".

- On this page, click on "Assign".

With these permissions, the user can access the full Azure Integration App without features.
P.S. Discover Azure Integration, the easy way to upload files from any Salesforce record to Azure. Find it on AppExchange: https://appexchange.salesforce.com/appxListingDetail?listingId=c9e71bd6-5bab-4182-a461-b82d4f971183