How to create a sub directory in a blob container
for example,
in my blob container http://veda.blob.core.windows.net/document/
If I store some files it
As @Egon mentioned above, there is no real folder management in BLOB storage.
You can achieve some features of a file system using '/' in the file name, but this has many limitations (for example, what happen if you need to rename a "folder"?).
As a general rule, I would keep my files as flat as possible in a container, and have my application manage whatever structure I want to expose to the end users (for example manage a nested folder structure in my database, have a record for each file, referencing the BLOB using container-name and file-name).