Hi @ahmed alouini ,
Welcome to Microsoft Q&A forum and thanks for your query.
The self-hosted integration runtime doesn't need to be on the same machine as the data source. However, having the self-hosted integration runtime close to the data source reduces the time for the self-hosted integration runtime to connect to the data source. But it is recommended (not mandatory) to setup the IR on private networks (such as VMs) in the same location of your data factory and other resources, in order to ensure the smooth data transfer.
You will have to meet the firewall requirements for on-premises/private network for both machines. The following document has the outbound port and domain requirements for corporate firewalls.
You can also refer to this video by a community volunteer for a detailed demo on how to copy data between two virtual machine data sources using Azure data factory: Azure Data Factory Self-hosted Integration Runtime Tutorial | Connect to private on-premises network
Hope this info helps. Do let us know if you have further query.
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Hi @ahmed alouini ,
Glad to know my response was helpful. Thanks for accepting the answer as it would be beneficial for other users reading this thread. :)
Have a nice day!