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 4.0
michaelspector
Microsoft
Microsoft