
Explanation

Step 1: Create a master key on the database
Create a master key on the database. This is required to encrypt the credential secret.
Step 2: Create an external data source for Azure Blob storage
Create an external data source with CREATE EXTERNAL DATA SOURCE..
Step 3: Create an external file format to map parquet files.
Create an external file format with CREATE EXTERNAL FILE FORMAT.
FORMAT TYPE: Type of format in Hadoop (DELIMITEDTEXT, RCFILE, ORC, PARQUET).
Step 4: Create the external table FactSalesOrderDetails
To query the data in your Hadoop data source, you must define an external table to use in Transact-SQL queries.
Create an external table pointing to data stored in Azure storage with CREATE EXTERNAL TABLE.
Note: PolyBase is a technology that accesses and combines both non-relational and relational data, all from within SQL Server. It allows you to run queries on external data in Hadoop or Azure blob storage.
References:
https://docs.microsoft.com/en-us/sql/relational-databases/polybase/polybase-configure-azure-blob-storage