Follow the steps to Provision an Azure Active Directory administrator for your Managed Instance.
Create logins for the Azure Data Factory managed identity. In SQL Server Management Studio (SSMS), connect to your managed instance using a SQL Server account that is a sysadmin. In master database
Create contained database users for the Azure Data Factory managed identity. Connect to the database from or to which you want to copy data
Grant the Data Factory managed identity needed permissions as you normally do for SQL users and others. Run the following code
Configure a SQL Managed Instance linked service in Azure Data Factory.