Note: By default, "Airflow" and its dependency is not installed on the databricks.
You need to install the package explicitly.
Dependency installation: Using Databricks library utilities.
dbutils.library.installPyPI("Werkzeug")

You can install the packages in different methods.
Method1: Installing external packages using pip cmdlet.
Syntax: %sh /databricks/python3/bin/pip install <packagename>
%sh
/databricks/python3/bin/pip install apache-airflow

Method2: Using Databricks library utilities
Syntax:
dbutils.library.installPyPI("pypipackage", version="version", repo="repo", extras="extras")
dbutils.library.restartPython() # Removes Python state, but some libraries might not work without calling this function
To install apache-airflow using databricks library utilities use the below command.
dbutils.library.installPyPI("apache-airflow")

Method3: GUI Method
Go to Clusters => Select Cluster => Libraries => Install New => Library Source "PyPI" => Package "apache-airflow" => Install
Hope this helps. Do let us know if you any further queries.
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