An Apache Spark-based analytics platform optimized for Azure.
Welcome to the QnA forums
Please check the following tutorial which provide a great explanation step-by-step
https://hevodata.com/learn/databricks-connect-to-sql-server/
You can also go over this Microsoft doc on using JDBC
I assume that you will not have any question after you read it and try it but of you do, then feel free to come back and elaborate what you need