The requirements to write to Azure Blob storage are here: https://www.hvr-software.com/docs/location-class-requirements/requirements-for-azure-blob-fs
You can see there that a Hadoop client is required because HVR uses WebHDFS REST calls to deliver data into Blob Storage.
Whether you need a separate license depends on the kind of license you have. Please contact your HVR account manager for this.
HVR supports file formats Parquet, JSON, Avro, CSV or XML (https://www.hvr-software.com/docs/actions/fileformat). If you want something else then you would deliver to one of these formats and transform the data using an AgentPlugin.
Hope this helps.