@Sudarshan Kumar hi, You are right. If you want to read from a table and write to a file, copy data activity is the easiest option. Simply point your source to SQL table you want to lookup, and sink can be a CSV file in Azure storage. As per the q&a guidelines, original poster cannot accept his or her own answer. So I'm reposting your answer here, so that this thread can be accepted and closed.
You should use copy data activity directly.
Please accept this as answer and help the community with similar question. Thanks