@Carlos Montoro Thanks for posting your question on Microsoft Q&A.
Import csv file having reserved words to Azure SQL Database can be done by using "Copy Data activity" by making "Auto Create table" as enabled at Sink tab. Also, you need to make sure that you provide a table name in your Sink Dataset by using "Edit" checkbox. You can refer to the below pipeline I have created which imports csv with column names (day and year) from blob storage to Azure SQL DB.
Sample CSV file
Pipeline
Please let me know if you have any other questions.
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