Created new Synapse Workspace and selected Managed VNet option
Opened Synapse Studio and clicked Manage > Manage Private Endpoints
Can see 2 Managed Private Endpoints that were created automatically for the Dedicated SQL Pool and Serverless SQL Pool endpoints.
Create a new Pipeline with a Copy Data activity
On Source, create a new dataset of type Azure Synapse Analytics
Then create a new Linked Service and enter the service endpoint of the Serverless SQL Pool
When entering the Serverless SQL Pool endpoint, the Managed private endpoint should then automatically populate with the managed private endpoint name.