Some vendors such as Cisco, Barracuda, or F5 offer VPN and network devices such as firewalls or load balancers as Azure virtual appliances via the Azure marketplace. Those devices can be directly integrated in your Azure infrastructure.
If you want to use one of these devices, you can look after them in the Azure marketplace and deploy them out like regular virtual machines.
The following screenshot shows an example search for barracuda:
To integrate one of these devices into your environment, you need to implement Azure routes to pass traffic to the third-party devices, as shown in the next diagram.
Normally there is no need to implement a third-party device because the Microsoft standard services offer approximately 80% of all services that are needed by most customers. Sometimes there are cases where you need to implement special systems such as a load balancer in Azure. Under certain circumstances, your target application has to use a load balancer...