I believe this would require you to deploy Databricks with your own virtual network. You would then configure the network to be peered to your private network.
Here is a blog on Azure: https://databricks.com/blog/2019/03/20/azure-databricks-bring-your-own-vnet.html
Here is a documentation on AWS: https://docs.databricks.com/administration-guide/cloud-configurations/aws/customer-managed-vpc.html
