Hi @Patil, Pravin ,
Welcome to Microsoft Q&A forum and thanks for posting your query.
You could expose it via VPN/ExpressRoute to an Azure VNET and then leverage Azure Functions Premium to access that data securely. Function apps deployed to a Premium plan can take advantage of VNet integration for web apps. When configured, your app can communicate with resources within your VNet or secured via service endpoints. IP restrictions are also available on the app to restrict incoming traffic. For more info about Azure Function Premium plan and its benefits, please refer to this doc: Azure Functions Premium plan
And yes, if you are planning to execute that Azure function in Azure Data factory pipeline then you can use Self Hosted IR in Azure Function linked service. For more info about the activity, please refer to this doc: Azure Function activity in Azure Data Factory
Hope this info helps.
Thanks
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