Hi @Hemant ,
As per my knowledge, we can only import data from Excel stored on your computer locally or from a SharePoint list to SQL Server. I'm afraid importing excel files directly into SQL Server is not supported. You have to download the Excel file to your local computer or export the Excel file to a SharePoint list, and then load it to the SQL Server table.
Reference:
Load data directly in SQL Server from a xlsx file, without OLEDB or Excel, using Powershell
How To Insert SharePoint List Item To MS SQL Server Using PowerShell
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