Hello @saurabh ,
Thanks for the question and using MS Q&A platform.
By default, the self-hosted integration runtime directly communicates with cloud-based storage services like Azure Blob storage over a secure HTTPS channel.
You can also use IPSec VPN or Azure ExpressRoute to further secure the communication channel between your on-premises network and Azure using Azure Private Endpoint.
The following table summarizes the network and self-hosted integration runtime configuration recommendations based on different combinations of source and destination locations for hybrid data movement.
The following images show the use of self-hosted integration runtime for moving data between an on-premises database and Azure services by using ExpressRoute and IPSec VPN (with Azure Virtual Network):
For more details, refer to the below links:
Azure Private Link for Azure Data Factory
Azure Data Factory - Hybrid scenarios
Hope this helps. Do let us know if you any further queries.
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