@Jorge Maltes, Thanks for posting in Q&A. For your question about where to do API call when put data into snowflake, I am not sure. But if you want to know how to query Intune data from API, I would like to say we can create app registration and grant the required API permission, use this registration app to access the API you want to get Intune data.
Here are links about creating app registration. You can read them as a reference.
https://learn.microsoft.com/en-us/mem/intune/developer/intune-graph-apis
Note: None-Microsoft link, just for the reference.
After that, you can use application or script to get the data via APi. Here are some script examples you can refer:
https://github.com/microsoftgraph/powershell-intune-samples
Note: None-Microsoft link, just for the reference.
Hope the above information can help.
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