Hi @PAGO Analytics,
Welcome to Microsoft Q&A Platform. Thank you for reaching out & hope you are doing well.
What is the best approach to achieve this connection?
You can achieve this using Point-to-Site Connection.Point-to-Site VPN allows your laptop to securely connect to the Azure Virtual Network.
Do I need to configure a VPN (like Azure Point-to-Site or Site-to-Site)?
Configure Point-to-site.A Point-to-Site (P2S) VPN gateway connection lets you create a secure connection to your virtual network from an individual client computer.
Similar question: https://learn.microsoft.com/en-us/answers/questions/2088653/i-have-created-vpn-gateway-and-i-want-to-provide-v
Refer this how to configure Point-to-site:
https://learn.microsoft.com/en-us/azure/vpn-gateway/point-to-site-certificate-gateway
After establishing the connection, please attempt to ping the VMs on both sides.
Are there any additional DNS or gateway settings required for successful communication?
After establishing the connection, could you perform a nslookup <FQDN>
on the domains? If you are using the private endpoint, please check whether it resolves to the private endpoint or not it give the private ip of the domain.
Kindly let us know if this helps or you need further assistance on this issue.