I'm trying to migrate my on-premise SQL Server to Azure VM using 'Microsoft Data Migration Assistant'. But it is asking for shared folder to be accessed by both source and target. How to achieve this?
If you are new to Azure I would suggest ticking the "Copy the database backups to a different location that the target server can read and restore from" and manually copy the backup files to the target.
I tried setting up an SMB share in Azure to use as the backup location as per this article. The issue I ran into was that Azure does not allow anonymous access to files share (the request for the feature has been under review for more than 2 years)and you also can't enter the credentials in the Microsoft Data Migration Assistant, so this route doesn't seem like a solution at the moment.
The only other way I can think of is creating a permanent link with either ExpressRoute or VPN and then creating a share that can be accessed by both subnets.
You would need to create a site to site VPN beteen the on-prem site and the Azure site. This would allow the Azure VMs to see all the same resources, then you can just migrate as expected.
Frankly I wouldn't use the Azure Migration Utility unless you're databases are pretty small as the outage may be longer than allowed for. Setting up log shipping between the on-prem server and the Azure VM is probably the best bet. We do this for client's all the time and it works great.