A SAS URI does look a bit like a browser URL, but that's not what it is.
SAS in this context stands for Shared Access Signature - it may be an Azure-specific thing. Here is a good Microsoft Article to help explain.
URI stands for Uniform Resource Identifier, and is a much more universal acronym and concept.
Anyhow, think of the SAS URI as a custom "key" that has been generated and handed to you so that you can have personal access to something private - in this case an Azure Storage Account.
So the bottom line is that in the Xcalar context, this URI has been given to you so that you can upload, view, managed files to use with a Xcalar cluster.
Azure Storage Explorer is an application that you can install on your computer for managing files in Azure Storage Accounts.
The SAS URI is what allows your copy of Azure Storage Explorer to connect to a specific (and otherwise private) Storage Account in the Azure cloud.
To make it all work, do the following;
1) download Azure Storage Explorer (for you specific operating system: windows/mac/linux)
2) launch Storage Explorer
3) on the left edge you will see an icon that looks like a plug - this is for establishing a new connection (you can have multiple concurrent connections if you wish)
4) The Connect to Azure Storage screen will display, check the button that says Use a shared access signature (SAS) URI or connection string - then click Next at the bottom of screen
5) The Attach using SAS screen will display. Click the button that says Use a SAS URI, and then paste the complete SAS URI into the adjacent box (you must do so carefully - the fill string is required, and no extra/missing characters) - then click Next at the bottom of the screen
After pasting the SAS URI:
6) A Summary screen will display - which you can review to see details - then click the Connect button at the bottom of the screen
7) A new display will open showing your freshly-added Strorage Account (which you identify by the unique, cryptic name)
8) you can double-click on Blob Containers (in this example a Container called Customer) - and on the right side is a panel where you can create folders, upload files, etc.
Now you should have the ability to upload files from your computer into the Azure Storage Account so that you can use the files in Xcalar.