copy backup from azure blob
You can use AZCopy to move files from blob to Filesystems or eitherwise..

Below is the syntax..

AzCopy 
/Source:https://myaccount.blob.core.windows.net/mycontainer 
/Dest:C:\myfolder 
/SourceKey:key 
/Pattern:a 
/S


use the pattern option to specify name (this will work like SQL like query)  

From SQLServer 2014,you can also restore from Blob directly..

Restoring From Backups Stored in Microsoft Azure