For Azure SQL Database to Azure SQL Database

To create a New linked service for Azure SQL Database / Azure SQL Managed Instance, search for it in the Data store box, then select and click continue.

Add linked service - search Azure SQL Database.png

Fill in the required details for the Azure SQL Database linked service:

Name: A name to identify the linked service and an optional description.
Connect via Integration Runtime: Integration Runtime to use with Azure SQL Database.
Account Selection Method: Select your Azure subscription and the corresponding Azure SQL server and database names.
- Provide the password directly in linked service or via Azure Key Vault.
Authentication Type: SQL Authentication (or any other authentication, per your environment standards).

Azure SQL Linked Service setup - documentation.png