Hello @Sun Shine ,
Thanks for the question and using Microsoft Q&A platform.
The PolyBase feature provides connectivity via Azure Blob Storage and Azure Data Lake Store.
This table lists the key features for PolyBase and the products in which they're available.
If you are exporting from SQL Server, you can use bcp command-line tool to export the data into delimited text files.
For more details, refer the below articles:
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