With an increased security and privacy in mind Microsoft has been working on private links to Azure resources. Azure Private Link is a secure way to consume Azure Services like Azure SQL and Azure Storage using a private connection in your own VNet. This will replace the need for IaaS hosted virtual machines with SQL Server or the file server role installed.
Azure Private Link brings Azure services inside the customer’s private VNet. The service resources can be accessed using the private IP address just like any other resource in the VNet. It is basically an NIC inside one of your VNET’s. This will allow all traffic to flow over the internal network, and will not go over the internet. There is no need to put gateways or any other network devices in place to make this happen.
When moving your applications to the cloud, it makes sense to start using Azure Services to get the best service, highest availability (SLA) and worry free maintenance provided by Azure. The next step is to use Azure AD identities with Azure SQL Database.
Within a few steps you will have Azure AD user authentication setup.