Explanation:

Box 1: Secret
Store credential in Azure Key Vault by reference secret stored in key vault.
To reference a credential stored in Azure Key Vault, you need to:
* Retrieve data factory managed identity
* Grant the managed identity access to your Azure Key Vault. In your key vault -> Access policies -> Add Access Policy, search this managed identity to grant Get permission in Secret permissions dropdown. It allows this designated factory to access secret in key vault.
* Create a linked service pointing to your Azure Key Vault.
* Create data store linked service, inside which reference the corresponding secret stored in key vault.
Box 2: Access policy
Reference:
https://docs.microsoft.com/en-us/azure/data-factory/store-credentials-in-key-vault