Hi @Amir Ariely - The error is informational in that the one common trait of all supported migration scenarios is the migration direction or path always leads to Azure. Please reference the following document to see a comprehensive list of all migration options based upon source & target: Services and tools available for data migration scenarios (DMS Tool Matrix). The FAQ document is very helpful. The Data Migration Assistant that @AnuragSharma-MSFT referenced has an overview page and instructions on how to perform an assessment. Lastly, the Microsoft Data Migration Guide will walk you through all supported scenarios, if there is a lack of clarity on what migration paths are supported, etc.
Please let us know if the information provided has answered your question or if you require additional details.
Regards,
Mike