Azure Data Factory (ADF) has a connector for Salesforce Marketing Cloud as documented here. The connector in ADF needs two things: client ID and client secret which is obtained from Marketing Cloud | Installed Packages. You need a Marketing Cloud user when creating an API integration in Installed Packages. The Marketing Cloud user must have the Installed Package | Administer permission.
The Salesforce Marketing Cloud connector supports OAuth 2 authentication, and it supports both legacy and enhanced package types. The connector is built on top of the Salesforce Marketing Cloud REST API. You can use REST API to write data into Salesforce as explained here.