Hi @Shri-6058 ,
From this: How to connect SharePoint Online to an on-premises SQL Server?
1.Build an Azure provider hosted app using Hybrid Connections.
Getting on-premises data from SQL to SharePoint Online using Azure Hybrid Connections
2.Use WCF services collaborating with Business Connectivity Services (BCS):
a. Azure Web App hosting WCF Service and External Lists
b. Azure Web App hosting WCF Data Service and Hosted Apps
For Reference:
Connecting to SharePoint Online to On-Premises Databases with SharePoint Framework
Exposing SQL Data in SharePoint Online
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