you need to follow these steps
- Set up an ADF new instance
- Configure linked services for both the source and target Azure SQL Databases within Data Factory.
- Create a pipeline using the “Copy Data” activity to specify what data is transferred and how it is mapped.
- Validate, run the pipeline, and use the monitoring tools within Azure Data Factory to ensure successful data transfer.
In addition, you can go through those references
https://docs.microsoft.com/en-us/azure/data-factory/
https://docs.microsoft.com/en-us/azure/data-factory/copy-activity-overview
and there is tutorial on how to copy data between Azure SQL Databases
https://docs.microsoft.com/en-us/azure/data-factory/tutorial-copy-data-portal