Box 1: Install a self-hosted integration runtime.
If your data store is located inside an on-premises network, an Azure virtual network, or Amazon Virtual Private Cloud, you need to configure a self-hosted integration runtime to connect to it.
The Integration Runtime to be used to connect to the data store. You can use Azure Integration Runtime or Self-hosted Integration Runtime (if your data store is located in private network). If not specified, it uses the default Azure Integration Runtime.
Box 2: Create a pipeline.
You perform the Copy activity with a pipeline.
Reference:
https://docs.microsoft.com/en-us/azure/data-factory/connector-file-system
