In onprem SQL Server you could add a remote database server such as Oracle as a Linked Server, and use in a SQL Server Job Agent job.
Is this possible in Azure SQL Database using Elastic Database Jobs? How?
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On Azure SQL Database (PaaS) a concept like a linked server does not exist, however on Azure Managed Instance (PaaS) you can have linked servers but they support limited number of targets. Supported targets: SQL Server and Azure SQL Database. Not supported targets: files, Analysis Services, and other RDBMS (including Oracle).
You may want to consider creating a SQL Server VM on Azure (IaaS) or using Azure Data Factory.
