A data factory can have one or more pipelines. A pipeline is a logical grouping of activities that together perform a task.
The activities in a pipeline define actions to perform on your data.
Data Factory has three groupings of activities: data movement activities, data transformation activities, and control activities.
Azure Functions is now integrated with Azure Data Factory, allowing you to run an Azure function as a step in your data factory pipelines.
Reference:
https://docs.microsoft.com/en-us/azure/data-factory/concepts-pipelines-activities