Hi,

I think this all depends on the database you have chosen under Azure cosmos DB. You can choose from different databases. (Cosmos db docs)
- MongoDB
- PostgreSQL
- Apache Cassandra
- NoSQL

 So depending on the one you picked you could search for a connector in the forge.

For example if you have an Azure cosmos Db that uses MongoDB you could use following connector:

- MongoDB connector

I am no Azure expert so I Hope this helps. :)
Nash