Required Blob is missing when preview data of a copy data activity sink dataset

I am new to Azure. I created a new ADF, pipeline, storage blob account and a copy data activity, the source is from a SQL server table and the sink output is a parquet file. But when I preview the data of my sink dataset, I got an error saying the required blob is missing.

I want to create a directory as well but weather I type in the folder name and file name or using parameters, I still receive the error. If I manually upload a file via the Azure Storage Explorer, the preview will have no issue.

Anyone what I missed?

Thanks for the help.

cheers
Albert

I created linked service for Azure SQL database and blob storage account and created dataset of SQL database for source:

Dataset of blob storage for sink:

When I preview the data by entering file name I got below error:

I got above error because I am not having that file in my blob storage.
In data factory the file will create automatically while debug the pipeline without entering filename.
I just gave the file path where my parquet file need save in sink dataset and debug the pipeline, it executed successfully.

My SQL table is copied to blob storage as parquet file successfully.