Hi @Victor Fabian Puppo ,
regarding vNet peering: Tutorial: Connect virtual networks with virtual network peering using the Azure portal
regarding Azure Endpoints: Tutorial: Connect to an Azure SQL server using an Azure Private Endpoint using the Azure portal -> This is for Azure SQL Server but should work the same way for an Azure SQL Database
regarding VPN Gateway/Connection: Tutorial: Create a site-to-site VPN connection in the Azure portal
(If the reply was helpful please don't forget to upvote and/or accept as answer, thank you)
Regards
Andreas Baumgarten