Apache Spark Connector - where to install on Databricks

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This Apache Spark connector: SQL Server & Azure SQL article from Azure team describes how to use this connector.

Question: If you want to use the above connector in Azure Databricks, where will you install it?

Remarks: The above article tells you to install it from here and import it in, say, your notebook using com.microsoft.azure:spark-mssql-connector_2.12:1.2.0. But it does not tell you where to install. I'm probably not understanding the article correctly. I need to use it in an Azure Databricks and would like to know where to install the connector jar (compiled) file.

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