Set up SAP Private Link service in SAP BTP and connect to Microsoft Azure Private Link Service, so you can access your Azure services through private network connections to avoid data transfer via the public internet.
Configure the SAP Cloud Platform to trust the Azure Active Directory and enable single sign-on, by using the SAP Cloud Platform Identity Authentication Service, which later you can use not only for SAP Cloud Platform Cloud Foundry but also for other SAP SaaS solutions.