You need a VPN appliance from a Microsoft-approved vendor to provide the gateway to the VPN connection at your end, with an Azure VPN gateway set up in your Azure virtual network.

The Azure VPN Client just entered public preview on macOS. It will support RADIUS authentication for OpenVPN protocol, among other items. With the client, users will be able to use conditional ...

Microsoft is highlighting the ability to quickly set up connections to Azure virtual networks as a top Windows Server 2019 networking feature.

The Azure Network Adapter extension in Windows Admin Center "automates the configuration for the Azure Virtual Network gateway as well as the on-premises VPN client," Microsoft's announcement ...