If you’re new to ADF or Synapse pipelines and looking for a way to execute SQL commands in pipelines, unfortunately there is no equivalent to the Execute SQL Task in SSIS, but I have found some alternatives which work well for me.
For something as simple as a SELECT statement where you want to return results to be used later, you can use a Lookup activity:

You can then reference the output of this activity in other activities using dynamic content such as @activity(‘LookUp’).output.firstRow.DateKey.
Although you can also use the Lookup activity for DML commands, it is not designed for this and so I’ve found another way to do this. First, create the following stored procedure in the database:

This stored procedure will execute the SQL command passed in via the @sql parameter. Now you can use the Stored procedure activity to point this newly created stored procedure and pass in a SQL command as shown here:

This activity will now execute the SQL command stated in the parameter value. Using this approach helps keep things consistent across your pipelines for SQL commands as they all use the Stored procedure activity, and the only difference is the SQL command used in the parameters section.
You can also add dynamic content to dynamically build up the SQL command that is passed into the stored procedure, this can allow you to use the same configuration for multiple Stored procedure activities but with different outcomes. For example if you had pipeline variables, the above TRUNCATE TABLE command could be replaced with @concat(‘TRUNCATE TABLE ‘,variables(‘SchemaName’),’.’,variables(‘TableName’)) and this would truncate a different table per pipeline based on the variable values.
Note: there is a limit on the number of characters the parameter value can take, so if you have a large SQL command it is best to create a stored procedure specifically for that command and to reference that stored procedure in the activity.
Pretty simple in the end, I hope this helps!