• When Azure Databricks is configured with Azure Key Vault backed secret, it is the control plane that connects to the Azure Key Vault as the notebook which calls the azure key vault stored secret scope is stored in the Azure databricks workspace since it is managed service data encrypted at rest with a Databricks-managed key.
• Also, when you configure Azure key vault by integrating it with azure private link, it will configure a private zone dns by integrating it with the private endpoint that will be created. And since, traffic between the azure key vault virtual network and the azure databricks cluster traverses over the Microsoft backbone network, it eliminates exposure from the public Internet.
• The Azure databricks cluster will be having a resource ID when it is configured and that can be selected when assigning a private endpoint in aure key vault while configuring with azure private link thus successfully importing the azure key vault backed secrets in the azure databricks cluster over a private network.
• Please find the below images for more clarity: -

Please find the below links for more information: -
https://learn.microsoft.com/en-us/azure/databricks/security/keys/customer-managed-key-managed-services-azure
https://learn.microsoft.com/en-us/azure/databricks/security/secure-cluster-connectivity
https://learn.microsoft.com/en-us/azure/key-vault/general/private-link-service?tabs=portal