Hello @Antony.Palackan ,
Thanks for the question and using MS Q&A platform.
In Microsoft Purview, it is not possible to show the lineage between a business term in glossary and a data source.
You may submit a feature request idea in IDEAS forum here: https://feedback.azure.com/d365community/forum/82d7bddb-fb24-ec11-b6e6-000d3a4f07b8
All the feedback shared in this forum are actively monitored and reviewed by respective product owners.
Please do share the feedback link once it is posted so that I can upvote and share it with Purview product owners to further review it. Sharing it here will help other readers with similar feedback to upvote/comment on it and help increase priority of the feature request.
Hope this info helps.