Hi Vishwa,
You may navigate to your VNet in the portal and open Settings -- Subnets blade. At the top, click Subnet to add new subnet.
In the window on right, for Subnet purpose choose Virtual Network Gateway, fill out remaining options and click Add.
Please see article below for more details on the gateway subnet.
Gateway subnet
https://learn.microsoft.com/en-us/azure/vpn-gateway/vpn-gateway-about-vpn-gateway-settings#gwsub
Please click Accept Answer and upvote if the above was helpful.
Thanks.
-TP