James Serra has a breakdown of what can query what in Azure Synapse Analytics:
The public preview version of Azure Synapse Analytics has three compute options and four types of storage that it can access (mentioned in my blog at SQL on-demand in Azure Synapse Analytics). This gives twelve possible combinations of querying data. Not all of these combinations currently are supported and some have a few quirks of which I list below.
Read on for a table which breaks down current functionality as well as expected GA functionality.