As you probably already know ADX can process queries written in SQL (if you don't - you can learn about this feature here). A small addition shipped recently expands this support by allowing to query external tables (external data residing outside of Kusto cluster) using the same SQL dialect. A screenshot is worth a thousands words:
As you can see from the screenshot above external tables are recognized as database entities, just like regular tables!
Updated Jan 14, 2020
Version 4.0michaelspector
Microsoft
Joined November 24, 2019
Azure Data Explorer Blog
Follow this blog board to get notified when there's new activity