https://docs.microsoft.com/en-us/azure/dms/tutorial-sql-server-to-azure-sql

To include an execution plan for a query during execution
1. On the SQL Server Management Studio toolbar, click Database Engine Query. You can also open an existing query and display the estimated execution plan by clicking the Open File toolbar button and locating the existing query.
2. Enter the query for which you would like to display the actual execution plan.
3. On the Query menu, click Include Actual Execution Plan or click the Include Actual Execution Plan toolbar button.

Note: Actual execution plans are generated after the Transact-SQL queries or batches execute. Because of this, an actual execution plan contains runtime information, such as actual resource usage metrics and runtime warnings (if any). The execution plan that is generated displays the actual query execution plan that the SQL Server Database Engine used to execute the queries.
Reference:
https://docs.microsoft.com/en-us/sql/relational-databases/performance/display-an-actual-execution-plan

Reference:
https://docs.microsoft.com/en-us/azure/dms/dms-overview

1 - Create a master key on database.
2 - Create an external data source for Azure Blob storage.
3 - Create an external file format to map the parquet files.
4 - Create an external table FactSalesOrderDetails
Reference:
https://docs.microsoft.com/en-us/sql/relational-databases/polybase/polybase-configure-azure-blob-storage