Hello @Salah K.
Thank you for posting on Databricks Community forum.
It is possible to connect to On-premise SQL Servers
To resolve this you need to peer your databricks workspace VNET to a VNET that has VPN or ExpressRoute connectivity to your OnPrem site (and correct routing in place).
Please refer to this documentation
https://docs.microsoft.com/en-us/azure/databricks/administration-guide/cloud-configurations/azure/on...