Azure Site to Site VPN Connections
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Reference Architecture

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When Site-to-Site VPN Connection needs to be created, we have to provide the configuration for the both sides of connection (Azure & On-premises).
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Although local network gateway is created in Azure, it represents your local (on-premises) network and holds the configuration information of local network settings.
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To understand the vpn devices supported by azure Refer Here
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Lets create a local network gateway from All Services

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Now lets create a virtual network with cidr range 10.111.0.0/23
- App subnet: 10.111.0.0/24
- Gateway subnet: 10.111.1.0/24

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Now lets create a virtual network gateway

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Once the virtual network gateway is created lets try to create a site to site connection.

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Once the connection is established

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When we want to connect from one on-premise network to multiple vnets in Azure we can use hub-spoke topology

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If you want to connect multiple on-premise sites to multiple Azure VNets then Azure has a offering called as Azure Virtual WAN Refer Here

Next Steps
- Azure Firewall
- Azure Express Route
- Azure DNS and Routing
