Hello @Raja and welcome to Microsoft Q&A.
In addition to @Kuldeep Chitrakar suggestion of Logic Apps and Azure Automate, there is also Azure Functions, which is purely code.
In Azure Data Factory there is the Custom Activity, where Azure Batch is leveraged to run custom code you provide.
For big data, Azure Databricks, Azure Synapse Analytics, and HDInsight are better suited. HDInsight is heavyweight and always-on, so probably the most expensive of the three.
Databricks runs on Spark. There are notebooks where you can write in PySpark, Scala, and SQL.
Azure Synapse is the most diverse. Azure Synapse is the confluence of Data Factory, Spark (like Databricks), SQL (both on-demand, and dedicated), and much more than I can reliably remember.
I think both Databricks and Synapse also do Java. I know they accept .jar files.
Does this help?