How to index data from Azure Blob Storage in Splunk?

Hello, It seems like a basic question, but I would like to pull data that resides in files in Azure Blob Storage and index it in Splunk. This would be an automated process, once files arrive in Azure, they would at some point be uploaded into Splunk. Of course, I would have to make Splunk understand the formats, but is there a 'best practice' or 'accepted' way to do this? It appears that the Azure Splunk adds in process specific log files from Azure, not custom content that I want to have indexed. Thanks for any advice. I'm new to Splunk and trying to get wrapped around the right way to do things.