Hi @Maremutt siva ,
Did you failed in below step?
In the New Linked Service (SQL Server) dialog box, confirm that testIntegrationRuntime is selected for the Integration Runtime field. Then, take the following steps:
a. Under Name, enter SqlServerLinkedService.
b. Under Server name, enter the name of your SQL Server instance.
c. Under Database name, enter the name of your on-premises database.
d. Under Authentication type, select appropriate authentication.
e. Under User name, enter the name of user with access to SQL Server.
f. Enter the password for the user.
g. Test connection and select Finish.
Please check your steps from below blogs find if you missed some steps.
Copy data from a SQL Server database to Azure Blob storage by using the Copy Data tool
Move Data from On-Premise SQL Server to Azure Blob Storage Using Azure Data Factory
Best regards,
Cathy
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