To reference a credential stored in Azure Key Vault, you need to:
1. Retrieve data factory managed identity
2. Grant the managed identity access to your Azure Key Vault
3. Create a linked service pointing to your Azure Key Vault.
4. Create data store linked service, inside which reference the corresponding secret stored in key vault.
References:
https://docs.microsoft.com/bs-latn-ba/azure/data-factory/store-credentials-in-key-vault