Run batch job on remote VM from Azure Data Factory

Hello,

I am new to Azure and work in an environment that is mixed Azure and on-prem.

I do not have access to alter firewall rules. 

I do have Managed virtual networks set up for at least 1 Azure item.

I have an on prem REST application.

I have an Azure VM that is able to access REST on its vnet.

I have an Azure ADF instance on a vnet that can contact the VM but not the REST application.

I want to pipe ADF through the VM to obtain the data.  I don't even know if this is a thing.

Anyone with experience on this can outline what I should be trying to do?

thank you!