@Rey Pitt​ : please check if below helps you

1. Go to the Azure portal and navigate to the Databricks workspace or cluster that you want to enable Managed Identity for.
2. Click on the "Identity" tab on the left-hand side of the screen.
3. Select "System-assigned" or "User-assigned" Managed Identity, depending on your requirements.
4. If you choose "System-assigned" Managed Identity, toggle the "Status" button to "On". This will create a new Managed Identity in your Azure subscription and assign it to your Databricks workspace or cluster.
5. If you choose "User-assigned" Managed Identity, click on the "Add" button and select the existing User-assigned Managed Identity from the list.
6. Once you have enabled Managed Identity for your Databricks workspace or cluster, you can use it to authenticate your Databricks cluster with other Azure services like Azure Data Lake Storage Gen2, Azure Key Vault, and more.

Note: Make sure that you have the necessary permissions to enable Managed Identity for your Databricks workspace or cluster.