Hi Krishnamurthy, K (Karthik),
Welcome to Microsoft Q&A forum.
In addition to Alberto's answer,
The changes that you may need to make are listed in our docs here : https://learn.microsoft.com/en-us/azure/azure-sql/database/connectivity-architecture?view=azuresql-db#gateway-ip-addresses.
Logins for SQL Database or dedicated SQL pools (formerly SQL DW) in Azure Synapse can land on any of the Gateway IP address subnets in a region. For consistent connectivity to SQL Database or dedicated SQL pools (formerly SQL DW) in Azure Synapse, allow network traffic to and from all the Gateway IP address subnets in a region.
If above information does not help, we recommend you to raise support case as allowing listing traffic from customers infrastructure (either on-premises or in Azure) is something that is very subjective based on the architecture.
You may check with your internal IT team, and they will do the allow listing at the appropriate firewall device.
Do let us know if further queries, thanks