Hi @Dhananjay Tripathi Greetings! Welcome to Microsoft Q&A forum. Thank you for posting this question here.
I believe you are trying to use the Execute a SQL query (V2) action using the connection which is where you encounter this issue. According to the documentation, this current action is not supported for on-premises SQL server. Please refer to the point 2 of the article section - Known issues and limitations with actions which outlines this limitation.
There is a feedback request item logged by the users on the ideas forum to implement this feature. I am sharing the link here for your reference - Support for SQL Query using On-Premise SQL Servers I request you to kindly upvote the idea.
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