Databricks is actually made to connect to data lake (adls/s3) data.
There are several methods to read data in such a data lake.  The easiest way is already mentioned by ajaypanday6781 (using mounts).
However Databricks advices against using mounts but instead using Unity Catalog.
https://docs.databricks.com/storage/amazon-s3.html

I would try to use the Unity Catalog method if it is possible for you as Unity is free and gives you some nice features.
The mount method however still works, but cannot be used in combination with Unity.