Hi @Laxmi Kakarlapudi ,
Thanks for using Microsoft Q&A forum and posting your query.
You can follow this article published by community volunteer : Downloading a CSV File from an API Using Azure Data Factory
In the above article they are downloading the CSV file but for you to download a .bak file you will have to create a binary dataset and use it in HTTP connector in your copy activity source and in the sink also you will have to use a binary dataset.
Please note: When using Binary dataset, the service does not parse file content but treat it as-is. When using Binary dataset in copy activity, you can only copy from Binary dataset to Binary dataset.
Hope this info helps. Do let us know how it goes.
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