Hello Nick Wong,
When it comes to integrating SharePoint with Azure Synapse, you would use a service principal for Azure resources, and the service principal's ID and secret are used in the linked service configuration for SharePoint.
This configuration is not done directly in SharePoint but rather in the Azure Synapse workspace where you set up the linked service to connect to SharePoint.
Please see the below sceeenshot for your reference.
If you need to configure the authentication key for the App ID(which is used for integration with Azure services like Synapse) you would do it in the Azure portal.
https://learn.microsoft.com/en-us/sharepoint/dev/solution-guidance/security-apponly-azuread
I hope this answer your question.