Added one more Note

Author: Samantha-Yu

articles/data-factory/data-movement-security-considerations.md

@@ -153,6 +153,9 @@ The following images show the use of self-hosted integration runtime for moving
 > [!NOTE] 
 > For details about data access strategies through Azure Data Factory, see [this article](https://docs.microsoft.com/azure/data-factory/data-access-strategies#data-access-strategies-through-azure-data-factory).
 
+> [!NOTE] 
+> You might have to manage ports or set up allow list for domains at the corporate firewall level as required by the respective data sources. This table only uses Azure SQL Database, Azure SQL Data Warehouse, and Azure Data Lake Store as examples.
+
 #### Firewall requirements for on-premises/private network    
 In an enterprise, a corporate firewall runs on the central router of the organization. Windows Firewall runs as a daemon on the local machine in which the self-hosted integration runtime is installed.