copy backup from azure blob has anyone a sql script that allow us copy the last full backup files from azure blob container to an ftp server or simply to the machine from which we run the script (sql server machine)?

Thanks in advance
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