azure storage questions

Hello

I have built a public dashboard that pulled data from a web site and publish energy price for Australia, I am using the gateway as it is required for web site access, now I am thinking of moving the data source for a storage service like azure storage.

I have no experience with azure at all, so sorry for the silly questions

-  how hard to use azure data factory to pull data from an url and save it into azure storage

- does azure storage require a gateway

thanks