Hey,
You can use copy activity with your csv file as source and Azure SQL db as the table.
The copy activity would copy all records from file into table.
There is no need for a lookup activity.
There is an open source tool Great_Expectations:
https://greatexpectations.io/
that is used to scan the files and have proper data validations before that is ingested into system.
You can leverage that before the copy activity wherein you can run all your expectation cases and proceed to copy activity only if all are success.
Else, you can load the data into a staging table in Azure database and via Stored procedure activity validate all your data in staging table and then move data into other tables within database if all cases are verified