You will start by creating a new instance of Azure Data Factory. Within the Data Factory, create a new pipeline.
Then, you need to get an API key from Survey Monkey to access your survey data since it already provides REST API to manipulate data.
In Azure Data Factory, create a linked service that connects to the Survey Monkey API. This might require custom connector development as Azure Data Factory doesn't have a built-in connector for Survey Monkey.
CDATA is an example : https://www.cdata.com/kb/tech/surveymonkey-cloud-adf.rst
Skyvia also : https://skyvia.com/data-integration/integrate-surveymonkey-sql-azure
Then create a linked service to your Azure SQL Database and proceed with the mapping.