Azure SQL Data Warehouse (SQL DW) is a PaaS platform that takes advantage of Massively Parallel Processing (MPP) to run complex queries. It provides high-performance analytics on petabytes of data only if you satisfy the requirements. Thus make sure you understand optimal usage and limitations of SQL DW. Here is a list of links and resources I find useful:
When to choose SQL Data Warehouse
SQL DW reference architectures
Differences between SQL Database and SQL Data Warehouse
Both offerings are expanding quickly, but they take advantage of different processing paradigms: SQL Database uses SMP and SQL DW - MPP. Since more users employ SQL DB, it has (and probably will in future) more features and evolves quicker than SQL DW.
Azure SQL DB vs. Azure SQL DW - Feb. 15, 18
Azure SQL DB vs. Azure SQL DW - Aug. 10, 16
Available integrations
Copy data to or from Azure SQL Data Warehouse by using Azure Data Factory
On-demand warehousing using Azure Functions
Hub and spoke integration with SQL DB
Azure Databricks reads/writes from SQL DW
Best practices
Supporting tools
Be up to date with the latest updates
Azure blog - Data Warehouse section