Hello @Govindu, Bipin (RIS-SAN) and welcome to Microsoft Q&A.
Azure Data Factory is the initiator in almost all activities. That is, when Copy activity happens, Data Factory reaches out to the source and sink, when Web activity happens, Data Factory makes the call. Data Factory does not wait for the data source or web service to call Data Factory. When Data Factory makes the request or call, a response is expected like in a telephone call. When on the telephone, you do not need to dial the other person back while the call is ongoing. In this manner, the connection does not need to be two-way.
You could also try a Self-Hosted Integration Runtime, and push the Web activity through that.