To query the data in your Hadoop data source, you must define an external table to use in Transact-SQL queries. The following steps describe how to configure the external table.
Step 1: Create a master key on database.
1. Create a master key on the database. The master key is required to encrypt the credential secret.
(Create a database scoped credential for Azure blob storage.)
Step 2: Create an external data source for Azure Blob storage.
2. Create an external data source with CREATE EXTERNAL DATA SOURCE..
Step 3: Create an external file format to map the parquet files.
3. Create an external file format with CREATE EXTERNAL FILE FORMAT.
Step 4. Create an external table FactSalesOrderDetails
4. Create an external table pointing to data stored in Azure storage with CREATE EXTERNAL TABLE.
Reference:
https://docs.microsoft.com/en-us/sql/relational-databases/polybase/polybase-configure-azure-blob-storage