File transfer between Ax 7 and On-premise app

Going from 2009 to Ax 7.  We currently have file exchange between Ax and other on-premises app, some CSV and other simple custom format.

How to migrate this to Ax 7?  At first I though about hosting an FTP on-premise and exchange file thru FTP (or should I say FTPS).  Old school but should work easily.  

Then I saw Azure File Storage.

https://azure.microsoft.com/en-us/documentation/articles/storage-dotnet-how-to-use-files/

With that I can create an SMB share on-premise for the apps.  Then I need to figure out how to access this from Ax.  It says to add a NuGet Package using "Manage NuGet Packages" but this menu is disabled in my Ax 7 project.

2 questions : 

- How do you suggestion to implement the file transfer in Ax 7?

- Is "Manage NuGet Packages" known not to work with Ax 7 projet or is it only something wrong in my setup?

Thanks!