If you use the command azcopy -login --tenant-id=yourtenantidto login, you must open a browser to enter your username and password. So the command prompt says :
To sign in, use a web browser to open the page
https://microsoft.com/devicelogin and enter the code XXXXXXX to
authenticate.
Besides, if you want to auto login to Azure azcopy, you use the managed identity to finish authentication. please note that you want to use the way, the VM should be hosted on Azure. The detailed steps are as below.
Enable system-assigned managed identity on your VM

Grant your VM access to an Azure Storage
a. Navigate back to your created storage account.
b. Click the Access control (IAM) link in the left panel.
c. Click + Add role assignment on top of the page to add a new role assignment for your VM.
d. Under Role, from the dropdown, select Storage Blob Data Contributor.
e. In the next dropdown, under Assign access to, choose Virtual Machine.
g. Next, ensure the proper subscription is listed in Subscription dropdown and then set Resource Group to All resource groups.
h. Under Select, choose your VM and then click Save.

Login to Azure azcopy
./azcopy login --identity
For more details, please refer to
https://learn.microsoft.com/en-us/azure/active-directory/managed-identities-azure-resources/tutorial-linux-vm-access-storage
https://github.com/Azure/azure-storage-azcopy