Hi @MUSTAFA AHMAD MUSTAFA AL-HUNAITI ,
Thank you for posting query in Microsoft Q&A Platform.
Kindly elaborate more what you mean when you say VPN installed on my device?
From your requirement, it seems you want to migrate data from SQL database (which in some private virtual network) to Azure Synapse. You can do this by installing self-hosted IR on your private network machines and then using that self-hosted IR in ADF.
Hope this helps. Please let me know how it goes.