Hi Murali,
Thank you for posting query in Microsoft Q&A Platform.
From error message it seems, its access related error. Your requirement is basically to copy files from SharePoint folder. Kindly check below link for same and try same steps as explained there. https://techcommunity.microsoft.com/t5/azure-data-factory-blog/sharepoint-online-multiple-files-folder-copy-with-http-connector/ba-p/2480426
Hope this helps. If not, please share your implementation details along with steps to understand better and try to repro and help.
Please consider hitting Accept Answer
button. Accepted answers help community as well.