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