Introduction
This post will provide you with a high level outline how to set up a point-to-site VPN with an Azure virtual network. If you run into issues during the setup, browse to the last part of this post, as it contains some “gotchas” that we encountered in the past.
Point-to-Site VPN Setup
Browse to your virtual network, then “configure” and tick the “Configure point-to-site connectivity”…
Next up is to enter the local ip range your client devices will receive upon connection!
Client Connector
Now press save and upon success, you will find the download links of the VPN connector on the dashboard page.
Before you ask… there are NO non-windows agents available for download.
Authentication Configuration
In regards to the authentication, this is solely done via certificates. So I advise you to follow this guide…
The guide will get you through the process of creating a root certificate and generating client certificates by using this root certificate. Along with the VPN software, you’ll be providing your users/partners/… an export of the client certificate. In turn, they will need to import this into their workstation.
The bumps on the road…
What are the issues you’ll run into?
- Makecert? I don’t have this… – Download the SDK and install the “Windows Software Development Kit. Afterwards you’ll find “makecert” in %Programfiles%\Windows Kits\8.1\bin\x86|x64.
- I installed the vpn software. What now? – The install runs and a terminal windows flashes.
Now you are in the dark… Not nice of Microsoft to be honest! Browse to “Control Panel”, “Network & Internet”, “Network & Sharing Center” and then “Connect”. Now you will see your VPN connection. If you have no connect button, go to “Set up a new connection or network”, select “Connect to a workplace” and select your VPN adapter… 
Next is to connect to the VPN … 
and validate the functionality! 
I hope this helped you on your journey in Azure!
Karim Vaes 