How make user or role specific triggers in AZURE DW or Azure synapse?

You do not need a trigger for this. Users can only do what you allow them to do. For example, when you first create a user in the database, they have no permissions. Users can only drop tables if they are members of the database role db_ddladmin or they are effectively db_owner or sysadmins. So the answer to your question is, make sure that user is not a member of the db_ddladmin role in the database.

You can look at using the DENY statement for certain roles but I think that would lead to an over-complicated setup that is hard to maintain and administer. See the Database Roles documentation for Synapse for more info.