This article helped me.
Cannot connect OnPrem SQLServer to Azure
This is the error I get:
Cannot connect to SQL Database. Please contact SQL server team for further support. Server: 'localhost', Database: 'AdventureWorks2022', User: 'arpit'. Check the linked service configuration is correct, and make sure the SQL Database firewall allows the integration runtime to access.
Login failed for user 'arpit'., SqlErrorNumber=18456,Class=14,State=1,
Azure Key Vault
Azure Data Factory
SQL Server | Other
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Nandan Hegde 36,151 Reputation points MVP Volunteer Moderator
2023-11-03T03:57:34.11+00:00 As the OP cannot accept his own answer, reposting the answer to close this thread :
It seems Windows AUth is only enabled for the server.
So to allow SQL auth, enable SQL and windows auth as stated in the below thread :