Which T-SQL Statement loads data directly from Azure Storage?

The correct answer is the COPY statement. This T-SQL command is specifically designed to facilitate the transfer of data from external storage sources, such as Azure Blob Storage, directly into a database. The COPY statement handles various data formats, allows for efficient bulk loading of large datasets, and can provide options for error handling and data transformation during the load process.

In contrast, the other options do not directly refer to T-SQL commands available in Azure SQL Database or Azure Synapse Analytics for loading data from external storage. LOAD DATA is not a recognized T-SQL command in the Azure context, and INSERT FROM FILE is generally not a valid syntax in T-SQL for loading external data. Thus, COPY is clearly the correct choice for loading data from Azure Storage seamlessly and efficiently.