By design, SharePoint Online does not support the SQL Server Reporting Services, so it is not possible to display On-Site Database by using an existing SQL report.
However, you can choose to build a connection between SQL Database and SharePoint Online via Business Connectivity Services (BCS), and then you can directly view and display data in SQL BD through SharePoint Online.
You could refer to this article Office 365 SharePoint Online BCS with Azure SQL Server database.
Thanks,
Echo Du
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