Linked service for Azure Data Lake source
Click on the +New button to create a new linked service. In the sidebar search for Azure Data Lake, select it and click Continue.

Fill in the required details.
Name: A name to identify the linked service and an optional description.
Authentication Type: Account Key (or any other authentication as per your environment standards).
Account Selection Method: Select your Azure subscription and the corresponding Data Lake storage account name.

Once you click on the Create button, the linked service will be created and shown in your list of existing linked services.

Repeat the above process for the target storage account, if the source storage account is different from the target storage account.