Hello @Simon Zhang ,
Thanks for the question and using MS Q&A platform.
Make sure you have meet the prerequisites as `Grant SharePoint Online site permission to your registered application.
Microsoft Azure Data Factory guide on setting up the connection to the SharePoint site and look at the Prerequisite: Copy data from SharePoint Online List by using Azure Data Factory or Azure Synapse Analytics
For more details, refer to How To Fix Azure Data Factory 403 Forbidden SharePoint Site.
Hope this will help. Please let us know if any further queries.
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