Document using managed identity with New-AzSqlDatabaseExport

[matthetherington]

Description

Update New-AzSqlDatabaseExport documentation to cover using managed identity for authentication with SQL server and the target storage account.

Mandatory Checklist

• Please choose the target release of Azure PowerShell. (⚠️Target release is a different concept from API readiness. Please click below links for details.)

  • General release
  • Public preview
  • Private preview
  • Engineering build
  • No need for a release

• Check this box to confirm: I have read the Submitting Changes section of CONTRIBUTING.md and reviewed the following information:

• SHOULD update ChangeLog.md file(s) appropriately
  • Update src/{{SERVICE}}/{{SERVICE}}/ChangeLog.md.
    • A snippet outlining the change(s) made in the PR should be written under the ## Upcoming Release header in the past tense.
  • Should not change ChangeLog.md if no new release is required, such as fixing test case only.
• SHOULD regenerate markdown help files if there is cmdlet API change. Instruction
• SHOULD have proper test coverage for changes in pull request.
• SHOULD NOT adjust version of module manually in pull request

[azure-client-tools-bot-prd]

Thanks for your contribution! The pull request validation has started. Please revisit this comment for updated status.

[matthetherington]

This was recreated from #27852

[YanaXu]

Hi @matthetherington, could you provide the source of this update? Like the documetation from Sql team.

[YanaXu]

Please remove the update of ChangeLog.md.

[YanaXu]

/azp run

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[github-actions]

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[isra-fel]

Suggested some changes to ensure there won't be rendering issues

[Copilot]

Pull Request Overview

This PR updates the documentation for the New-AzSqlDatabaseExport cmdlet to provide comprehensive guidance on using managed identity authentication for both SQL server access and storage account authentication, along with private link connectivity options.

• Adds detailed example showing managed identity authentication with private link configuration
• Documents managed identity as authentication type for both SQL server and storage account access
• Updates parameter descriptions to clarify managed identity usage requirements

[isra-fel]

/azp run

[azure-pipelines]

Azure Pipelines successfully started running 3 pipeline(s).

[isra-fel]

@notyashhh would you be able to review/approve this cause I edited the PR (now it requires another approve) thanks!