@Vishal kumar Todupunoori - Thanks for the question and using MS Q&A platform.
The article: Explore Azure Synapse Analytics which you are referring has all the steps to create a source dataset.
Note: You need to follow the document step by step to create a source & destination without any issue. In case, if you any issues please do let me know.
Here is the walkthrough on creating source dataset from Azure Synapse Studio:
After creating the connection, on the Source data store page, ensure the following settings are selected, and then select Next >: Leave as is.
On the Source step, in the Configuration substep, select Preview data to see a preview of the product data your pipeline will ingest, then close the preview.
Hope this helps. Do let us know if you any further queries.
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