Hi,
We have couple of options.
We cant edit the files in a VM out of the Box in Azure.
One option is to use the Wordpress UI to edit the files.
Other option is to add create a Azure file share and mount that to the VM. In this case you can use the tools like storage explorer or mount that file share to your laptop and edit files.
Third option is to deploy softwares like winscp on your laptop and connect to the remote wordpress server and edit files.
Let me know which option suits your requirement.