Since you didn't provide enough details about your environment, I am assuming the following :
You need to start by setting up a 'Copy data' activity to import the dataset from ADLS, specifying the necessary file format. Here is a guide : https://learn.microsoft.com/en-us/azure/data-factory/connector-azure-data-lake-storage?tabs=data-factory
Follow this with a 'Data Flow' activity, applying a 'Filter' transformation to retain records where the city is 'Sheffield'.
https://www.youtube.com/watch?v=OhbKDOXSfeE
For the incremental load, you need to configure the destination in the Azure SQL Database as the sink, enabling the 'Auto Incremental Load' feature and setting a watermark column for identifying new or updated records.
Try to execute the pipeline either on a schedule or on-demand and monitor the execution to troubleshoot and optimize as necessary.