If you are configuring Azure App Gateway, you need pfx certificate to for LISTENER . You can purchase App Service Certificate from Azure
You can download files and folders from Azure File storage using this PowerShell script. You can use service principal who has access to Key vault and storage account. The storage account secret can be saved in Key vault to be accessed through PowerShell script.
Service Principal can be authenticated for azure resources by adding scripts to Pre-Request Scripts section in Postman.