You'd need to open connections to

• Databricks web application
• Databricks secure cluster connectivity (SCC) relay
• AWS S3 global URL
• AWS S3 regional URL
• AWS STS global URL
• AWS STS regional URL
• AWS Kinesis regional URL
• Table metastore RDS regional URL (by data plane region)

in your firewall for the workspace to work.

More details could be found here