Reference:
https://k21academy.com/microsoft-azure/dp-100/datastores-and-datasets-in-azure/
https://docs.microsoft.com/en-us/azure/data-factory/concepts-linked-services
https://docs.microsoft.com/en-us/azure/data-factory/concepts-pipelines-activities

Azure SQL Database is a fully managed platform as a service (PaaS) database engine that handles most of the database management functions such as upgrading, patching, backups, and monitoring without user involvement.
SQL Database delivers predictable performance with multiple resource types, service tiers, and compute sizes. It provides dynamic scalability with no downtime, built-in intelligent optimization, global scalability and availability, and advanced security options. These capabilities allow you to focus on rapid app development and accelerating your time-to-market, rather than on managing virtual machines and infrastructure.
Reference:
https://docs.microsoft.com/en-us/azure/azure-sql/database/sql-database-paas-overview

A key/value store associates each data value with a unique key.
An application can store arbitrary data as a set of values. Any schema information must be provided by the application. The key/value store simply retrieves or stores the value by key.
Reference:
https://docs.microsoft.com/en-us/azure/architecture/guide/technology-choices/data-store-overview