databricks jobs cannot be used in data factory. Data factory itself creates jobs on databricks.
But there are other ways to monitor notebooks. The easiest is using alerts and metrics (which can be found in the monitoring tab of ADF). This will send emails or webhook messages or ... when a certain condition is met. So you can create an alert which sends an e-mail when a databricks pipeline has failed.
Very simple but effective.
(https://azure.microsoft.com/en-us/blog/create-alerts-to-proactively-monitor-your-data-factory-pipeli...)
This of course does not give you detail about what exactly went wrong so you have to look into the notebook logs.
If you want to have logs on a deeper level, you can use log analytics together with the databricks notebooks.
This is more elaborate monitoring but also more work to set up (and more expensive)
https://docs.microsoft.com/en-us/azure/databricks/administration-guide/account-settings/azure-diagno...
https://docs.microsoft.com/en-us/azure/architecture/databricks-monitoring/
I´d start using alerts and see if that fits your needs. If not, dig deeper (Log Analytics, Azure Monitor)
