When a connection to Azure is made over the Internet, two types of connections can be made:
An S2S VPN connection: This connects the Microsoft Azure virtual network to an on-premises network over VPN
A P2S VPN connection: This allows a secure VPN connection between a client device and Microsoft Azure
To set up a P2S connection, these high-level steps need to be performed:
Create a virtual network in Azure.
Define the address block for the clients.
Create a dynamic routing gateway.
Create certificates.
Export certificates and upload them to Microsoft Azure.
Download and install the VPN client software.