You may use Azure Data Factory with Self Hosted Integration Runtime to pull data from your SQL Server. Now Azure Data Factory can ingest SQL Server Data into Azure AI Search Index.
Refer: https://zcusa.951200.xyz/en-us/azure/data-factory/connector-azure-search?tabs=data-factory
To see how to create Self hosted runtime: https://zcusa.951200.xyz/en-us/azure/data-factory/create-self-hosted-integration-runtime?tabs=data-factory
Another good read: https://github.com/Azure-Samples/openai/blob/pmishra/AOAI_with_CogSearch_and_Sql/End_to_end_Solutions/AOAISearchDemo/README.md
Hope this helps