Yes, it's totally possible to train an LLM to understand tabular data. It's a very general purpose architecture. With enough resources it is well suited to a wide range of problems, and yes, Azure/Snowflake can do everything you need (at some price, assuming you know what to do with them).

You need to make a decision about whether you want to bake the info into the LLM, or whether you want to teach the LLM to find the answers and then format them for humans.

This will depend on your use case, budget, team size, competencies, data set size, and time to market requirements. Baking the info into the LLM is a lot harder than doing the other thing, like potentially 100x-1000x harder and more expensive, and without people with experience doing it, you will waste a lot of time/energy getting there.