Azure Disks

Managed (managed)
OS disk
Data disk
Temporary Disk (data will be wipeout during shutdown)

ultradisk  Premium SSD Standard SSD Standard HDD
SSD

OS disk: This will come as default when we create VM.

Temp Disk: In Azure Virtual environment create GPO to hide temporary disk so that user don’t save their important data.

Data Disk: if you want to attach additional disk.