In the Azure to Salesforce feature, if you upload a file to an Azure location that does not correspond to any parent record in Salesforce, the application will not create any Cloud Document record in Salesforce, as it would not know which record it needs to be parented to.
However, for such uploads to Azure, if you still need an orphan Cloud Document record to be created in Salesforce, you can do that by enabling the Create Orphan Cloud Documents toggle on the Azure to Salesforce Sync feature setting page.
To enable it, follow the steps below:
- Go to the “About Azure Integration” tab.
- Click on the “Azure to Salesforce Sync” feature link.
- Turn on "Create Orphan Cloud Documents" and click on the "Save Settings" button.

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