Migrate training storage from SAS to managed identity (#20618)

### Description
orttrainingtestdatascus has only save mnist whose size is only 64M in
Azure File
To meet security requirements and reduce maintenance cost, move the test
data to lotusscus and saved in Azure blob.

tools/ci_build/github/azure-pipelines/orttraining-linux-gpu-ortmodule-distributed-test-ci-pipeline.yml

@@ -41,6 +41,8 @@ stages:
       clean: true
       submodules: recursive
 
+    - template: templates/jobs/download_training_test_data.yml
+
     - template: templates/run-docker-build-steps.yml
       parameters:
         RunDockerBuildArgs: |
@@ -58,10 +60,6 @@ stages:
           -e
         DisplayName: 'Build'
 
-    - bash: tools/ci_build/github/linux/docker/scripts/training/azure_scale_set_vm_mount_test_data.sh -p $(orttrainingtestdatascus-storage-key) -s "//orttrainingtestdatascus.file.core.windows.net/mnist" -d "/mnist"
-      displayName: 'Mount MNIST'
-      condition: succeededOrFailed()
-
       # Entry point for all ORTModule distributed tests
       # Refer to orttraining/orttraining/test/python/how_to_add_ortmodule_distributed_ci_pipeline_tests.md for guidelines on how to add new tests to this pipeline.
     - script: |
@@ -71,7 +69,7 @@ stages:
           --rm \
           --volume $(Build.SourcesDirectory):/onnxruntime_src \
           --volume $(Build.BinariesDirectory):/build \
-          --volume /mnist:/mnist \
+          --volume $(Agent.TempDirectory)/mnist:/mnist \
           onnxruntime_ortmodule_distributed_tests_image \
             bash -c "rm -rf /build/RelWithDebInfo/onnxruntime/ && python3 -m pip install /build/RelWithDebInfo/dist/onnxruntime*.whl && python3 -m onnxruntime.training.ortmodule.torch_cpp_extensions.install && /build/RelWithDebInfo/launch_test.py --cmd_line_with_args 'python orttraining_ortmodule_distributed_tests.py --mnist /mnist' --cwd /build/RelWithDebInfo" \
       displayName: 'Run orttraining_ortmodule_distributed_tests.py'

tools/ci_build/github/azure-pipelines/templates/jobs/download_training_test_data.yml

@@ -0,0 +1,8 @@
+steps:
+  - script: |
+      azcopy cp --recursive https://lotusscus.blob.core.windows.net/orttrainingtestdatascus/mnist/ $(Agent.TempDirectory)
+    displayName: 'Download Training Test Data MNIST'
+
+  - script: |
+      ls -al $(Agent.TempDirectory)/mnist
+    displayName: 'Print contents of Training Test Data MNIST'

tools/ci_build/github/azure-pipelines/templates/orttraining-linux-gpu-test-ci-pipeline.yml

@@ -6,17 +6,7 @@ parameters:
 
 steps:
 
-- bash: tools/ci_build/github/linux/docker/scripts/training/azure_scale_set_vm_mount_test_data.sh -p $(orttrainingtestdatascus-storage-key) -s "//orttrainingtestdatascus.file.core.windows.net/mnist" -d "/mnist"
-  displayName: 'Mount MNIST'
-  condition: succeededOrFailed()
-
-- bash: tools/ci_build/github/linux/docker/scripts/training/azure_scale_set_vm_mount_test_data.sh -p $(orttrainingtestdatascus-storage-key) -s "//orttrainingtestdatascus.file.core.windows.net/bert-data" -d "/bert_data"
-  displayName: 'Mount bert-data'
-  condition: succeededOrFailed()
-
-- bash: tools/ci_build/github/linux/docker/scripts/training/azure_scale_set_vm_mount_test_data.sh -p $(orttrainingtestdatascus-storage-key) -s "//orttrainingtestdatascus.file.core.windows.net/hf-models-cache" -d "/hf_models_cache"
-  displayName: 'Mount hf-models-cache'
-  condition: succeededOrFailed()
+- template: jobs/download_training_test_data.yml
 
   # Entry point for all ORTModule tests
   # The onnxruntime folder is deleted in the build directory
@@ -29,9 +19,7 @@ steps:
       --rm \
       --volume $(Build.SourcesDirectory):/onnxruntime_src \
       --volume $(Build.BinariesDirectory)/${{ parameters.BuildConfig }}:/build \
-      --volume /mnist:/mnist \
-      --volume /bert_data:/bert_data \
-      --volume /hf_models_cache:/hf_models_cache \
+      --volume $(Agent.TempDirectory)/mnist:/mnist \
       ${{ parameters.DockerImageTag }} \
         bash -c "rm -rf /build/onnxruntime/ && python3 -m pip install /build/dist/onnxruntime*.whl && python3 -m onnxruntime.training.ortmodule.torch_cpp_extensions.install && /build/launch_test.py --cmd_line_with_args 'python orttraining_ortmodule_tests.py --mnist /mnist --bert_data /bert_data/hf_data/glue_data/CoLA/original/raw' --cwd /build" \
   displayName: 'Run orttraining_ortmodule_tests.py'

tools/ci_build/github/azure-pipelines/templates/py-packaging-training-cuda-stage-steps.yml

@@ -153,6 +153,8 @@ stages:
           clean: true
           submodules: none
 
+        - template: jobs/download_training_test_data.yml
+
         - template: set-python-manylinux-variables-step.yml
 
         - template: flex-downloadPipelineArtifact.yml
@@ -188,21 +190,6 @@ stages:
               --build-arg LD_LIBRARY_PATH_ARG=/usr/local/lib64
             Repository: $(Repository)
 
-        - bash: tools/ci_build/github/linux/docker/scripts/training/azure_scale_set_vm_mount_test_data.sh -p $(orttrainingtestdatascus-storage-key) -s "//orttrainingtestdatascus.file.core.windows.net/mnist" -d "/mnist"
-          displayName: 'Mount MNIST'
-          condition: succeededOrFailed()
-          workingDirectory: $(Build.SourcesDirectory)
-
-        - bash: tools/ci_build/github/linux/docker/scripts/training/azure_scale_set_vm_mount_test_data.sh -p $(orttrainingtestdatascus-storage-key) -s "//orttrainingtestdatascus.file.core.windows.net/bert-data" -d "/bert_data"
-          displayName: 'Mount bert-data'
-          condition: succeededOrFailed()
-          workingDirectory: $(Build.SourcesDirectory)
-
-        - bash: tools/ci_build/github/linux/docker/scripts/training/azure_scale_set_vm_mount_test_data.sh -p $(orttrainingtestdatascus-storage-key) -s "//orttrainingtestdatascus.file.core.windows.net/hf-models-cache" -d "/hf_models_cache"
-          displayName: 'Mount hf-models-cache'
-          condition: succeededOrFailed()
-          workingDirectory: $(Build.SourcesDirectory)
-
         - task: CmdLine@2
           displayName: 'test ortmodule'
           inputs:
@@ -215,9 +202,7 @@ stages:
                 --gpus all \
                 -e NVIDIA_VISIBLE_DEVICES=all \
                 --volume $(Build.ArtifactStagingDirectory):/build \
-                --volume /mnist:/mnist \
-                --volume /bert_data:/bert_data \
-                --volume /hf_models_cache:/hf_models_cache \
+                --volume $(Agent.TempDirectory)/MNIST:/mnist \
                 $(Repository) \
                   bash -c " $(PythonManylinuxDir)/bin/python3 -m pip install /build/Release/dist/$basefilename && $(PythonManylinuxDir)/bin/python3 -m onnxruntime.training.ortmodule.torch_cpp_extensions.install " ;
             workingDirectory: $(Build.SourcesDirectory)