Just like any other computer, virtual machines in Azure use disks as a place to store an operating system, applications, and data. All Azure virtual machines have at least two disks – a Windows operating system disk and a temporary disk. The operating system disk is created from an image, and both the operating system disk and the image are virtual hard disks (VHDs) stored in an Azure storage account. Virtual machines also can have one or more data disks, that are also stored as VHDs.
Consider a case where you have configured an Azure virtual machine that hosts applications and you have saved an application data in multiple data disks. Now you want to create multiple virtual machines or copy all those data disks to other virtual machines.
You can now perform a copy Data Disk operation from one Azure virtual machine to another Azure virtual machine by using a PowerShell script.