It depends which Cloud provider you're using. For AWS S3 you'll need to create IAM role and create a bucket policy that provides access to the role.

For Azure Databricks no longer recommends mounting external data locations to Databricks Filesystem (https://docs.databricks.com/external-data/azure-storage.html#deprecated-patterns-for-storing-and-accessing-data-from-databricks) And there's no possibility to manage permissions when using mounts.