Its in common knowledge that Salesforce does not allow having files greater than 2GB. The Azure Integration application along with the 'Azure to Salesforce Sync' feature can be used to associate files greater than 2GB to a Salesforce record.
You essentially upload the files directly in Azure and based on which folder it was uploaded to, the 'Azure to Salesforce Sync' feature finds the parent Salesforce record and creates a Cloud Document record under it, which can then be used to download, delete and preview the files right from Salesforce.
For feature details, refer to this article::Can files uploaded to Azure Blob Storage be accessed in Salesforce?