Hi @sandeep thandra ,
Thank you for posting query in Microsoft Q&A Platform.
Are you looking for SAP BW MDX connector? If yes its available in Azure data factory. Click here to know more about this. This connector supports Copy activity and Lookup activity.
Usually if we don't have connector for our resource type, then best way to communicate with our resource is making API call. Web activity in Azure data factory will help to do the same. So in your case if you would like to do same then at the end of your pipeline after copy success make API call to your resource using Web activity.
Hope this helps. Please let us know how it goes and if any further queries. Thank you.