Azure has more data center locations than any other provider in the cloud. This makes it easier to reach out to your nearest server and begin working seamlessly.
Azure datacenters are available in 55 regions worldwide and available in 140 countries.
You can find all of them out here: https://azure.microsoft.com/en-in/global-infrastructure/regions/
However, the exact location of the data center isn't much of use to a user. It has more to do with the latency of the datacenter which is something you should check on before choosing the region.
To know more about Azure, you can check this video out by Intellipaat
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