External Tables in SQL Server 2016 are to setup the new Polybase feature with SQL Server.
With this new feature (Polybase) you can connect to Azure blog storage or Hadoop to query non-relational data from SSMS and integrate with SQL Server relational tables.
You can check some details here, where I've : https://sqlwithmanoj.com/2015/05/29/installing-sql-server-2016-ctp2-and-new-features-in-ssms/
Check here how to setup Polybase: https://msdn.microsoft.com/en-IN/library/mt163689.aspx
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