How to add a check constraint in sql azure data warehouse?
This and constraints in general are currently unsupported in Azure SQL Data Warehouse. See https://docs.microsoft.com/en-us/azure/sql-data-warehouse/sql-data-warehouse-tables-overview#unsupported-table-features for full list.

If the constraint is not enforced at the source or if you have multiple sources, you can implement during the ETL or ELT process. For small datasets, ETL would probably work better. With large datasets, you're likely to get better performance via ELT-L. As in extract then load to a temp table (heap is fast), perform the check/cleansing then load to the final table.