For Power Platform projects, you should consider storing all data in the Dataverse. The Dataverse provides not only the storage for various data types but also rich business logic, security, data, and integration functionality. You can use the Dataverse API to access data in the Dataverse outside the Power Platform. Or you can copy the data to the Dataverse from other sources.
If you need to use data from other sources in the Power Apps project, several tools will help you.
These tools include the Connectors, Virtual tables, and Dataflows. Power Platform provides 400+ out-of-the-box connectors, including the SQL Server Connector. This connector allows you to connect to Azure SQL Database and SQL Server running on-premises. The Virtual table creates the representation of non-Dataverse data sources inside the Dataverse in a table form. You can read and write the data in a virtual table, and the Dataverse takes care of the data synchronization. The Dataflows help you extract, transform, and load (ETL) data from any source and bring it to the Dataverse or Azure Data Lake Storage.
Reference:
https://docs.microsoft.com/en-us/learn/modules/data-modeling/4-data-store
https://docs.microsoft.com/en-us/powerapps/developer/data-platform/virtual-entities/get-started- ve
https://docs.microsoft.com/en-us/powerapps/maker/canvas-apps/connections/connection-azure- sqldatabase
https://docs.microsoft.com/en-us/power-query/dataflows/overview-dataflows-across-power- platform-dynamics-365