Hello @Devender ,
Welcome to the MS Q&A platform.
Please correct me if my understanding is wrong.
You are looking for a solution to load data from Azure SQL DB to the lake database (using serverless SQL endpoint).
My understanding is you can't directly load Azure SQL DB tables into lake database using serverless SQL endpoint. As lake database holds the data from the external tables(lake database doesn't store data). but you can use Azure datalake store gen2 account to load the data into the Azure datalake storage.
Please see this article explained how to export data from Azure SQL database to azure datalake storage.
I hope this helps. Please let me know if you have any further questions.