Data Integration/Data Load
SQL Data Warehouse supports loading and exporting data through several Microsoft tools as well as third-party tools such as Informatica, Fivetran, Striim, Talend, and Alooma.
The most commonly used Microsoft tools are Azure Data Factory, SSIS, Polybase, and BCP.
Azure Data Factory (ADF)
Fully managed ETL service in cloud
Allows creation of data-driven workflows in the cloud for orchestrating and automating data movement and data transformation
Can load data from both relational and non-relational sources into Azure SQL Data Warehouse. It provides initial and incremental data load capabilities and jobs can be scheduled
Allows re-use of SSIS packages (see below)
Stored procedures with transformation logic can be implemented
SQL Server Integration Services (SSIS)
SSIS package can be used to load data from SQL Server into Azure SQL Data Warehouse
Allows restructuring, transformation and cleansing of data
SSIS uses ADO NET to connect to SQL Data Warehouse
SSIS packages can be executed into Azure Data Factory using Integration Runtime
Apart from these tools, Microsoft also provides utilities to migrate an on-premises data warehouse into Azure SQL Data Warehouse.