The method pandas.read_excel
does not support using wasbs
or abfss
scheme URL to access the file. For more details, please refer to here
So if you want to access the file with pandas, I suggest you create a sas token and use https
scheme with sas token to access the file or download the file as stream then read it with pandas. Meanwhile, you also mount the storage account as filesystem then access file as @CHEEKATLAPRADEEP-MSFT said.
For example
create sas token via Azure portal

Code
pdf=pd.read_excel('https://<account name>.dfs.core.windows.net/<file system>/<path>?<sas token>')
print(pdf)

- Download the file as stream and read the file
Install package azure-storage-file-datalake
and xlrd
with pip in databricks
Code
import io
import pandas as pd
from azure.storage.filedatalake import BlobServiceClient
from azure.storage.filedatalake import DataLakeServiceClient
blob_service_client = DataLakeServiceClient(account_url='https://<account name>.dfs.core.windows.net/', credential='<account key>')
file_client = blob_service_client.get_file_client(file_system='test', file_path='data/sample.xlsx')
with io.BytesIO() as f:
downloader =file_client.download_file()
b=downloader.readinto(f)
print(b)
df=pd.read_excel(f)
print(df)

Besides we also can use pyspark to read excel file. But we need to add jar com.crealytics:spark-excel
in our environment. For more details, please refer to here and here
For example
Add package com.crealytics:spark-excel_2.12:0.13.1
via maven. Besides, please note that if you use scala 2.11, please add package com.crealytics:spark-excel_2.11:0.13.1
Code
spark._jsc.hadoopConfiguration().set("fs.azure.account.key.<account name>.dfs.core.windows.net",'<account key>')
print("use spark")
df=sqlContext.read.format("com.crealytics.spark.excel") \
.option("header", "true") \
.load('abfss://test@testadls05.dfs.core.windows.net/data/sample.xlsx')
df.show()
