Hi @Dyaneshwaran Sivashanmugam Thank you for posting your question on Microsoft Q&A and for using Azure services.
My understanding is that you are getting an error message after running the above code.
I believe the error message stemmed from TYPE = BLOB_STORAGE.
Data virtualization (Polybase) is currently in preview for Azure SQL Managed Instance. Reference Data virtualization with Azure SQL Managed Instance (Preview)
Data virtualization provides two ways of querying external files stored in Azure Data Lake Storage or Azure Blob Storage.
Use Transact-SQL (T-SQL) to explicitly enable the data virtualization feature before using it.
To enable data virtualization capabilities, run the following command:
exec sp_configure 'polybase_enabled', 1;
go
reconfigure.
go
Provide the location of the file(s) you intend to query using the location prefix corresponding to the type of external source and endpoint/protocol, such as the following examples:
Please see an example from the doc I provided in the answer.