I have a question about the use cases of the different Azure storage services:
what is the difference between these services? and when to use them since they all provide the same functionality (storage) on Azure's cloud platform.
You can take a look at this article: https://docs.microsoft.com/en-us/azure/data-lake-store/data-lake-store-comparison-with-blob-storage
I'd say main differences between Data Lake and Azure Storage Blob is scale and permissions model.
It really makes no sense to paste the whole article here. But you might want to look at Data Lake v2, which (as MS claims) is a mesh or Data Lake v1 and Azure Storage Blob: https://docs.microsoft.com/azure/storage/blobs/data-lake-storage-introduction
As for the Azure File storage its just an SMB share over HTTPS (and it not really fast due to being 1 "stream" only).