Hi,
Thanks for reaching out to Microsoft Q&A.
"A user that has logged into a serverless SQL pool must be authorized to access and query the files in Azure Storage if the files aren't publicly available. You can use four authorization types to access non-public storage - User Identity, Shared access signature, Service Principal and Managed Identity."
You don't have to change anything you have to use any one of these methods to access the storage files that can be queried from sql pool database.
User Identity: AD pass through authentication. Talk to your azure admin/aad team to authenticate using this method.
Shared access signature: can be generated from portal->storage or from storage explorer-->generate sas key
Service Principal and Managed Identity : Talk to your azure admin/aad team to register the app and provide access through this method.
If this is not the answer/advice you are looking for, please elaborate your ask in the comments so I can try to help.
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