What technologies should be used for a desktop application on remote buildings?

Question

I am used to .net development. I plan to make a WPF application, with an SQL database, ideally with a small public web part and a part in Xamarin.

It must therefore be able to transit via the Internet while remaining private, but not always.

Take a dedicated server? An Azure space? A virtualized application?

I don't have any server at the moment.

Thanks for your advices :-)