Each user on demand should ensure that the content is protected and can be accessed only by them.
According to this Documentation, first, you need to manually create the folder with the username in the storage account.
By following the above documentation, add a role assignment to the particular user to access the folder using the following expression.
Ensure that the storage accounts included in this condition have a hierarchical namespace enabled or might be enabled in the future.
Portal:
Assign a role assignment with the Storage Blob Data Owner role and condition.
Condition:
This will allow access to a specific folder with specific permission for the particular user.
Structure: