Ensure that you have already created a Relay namespace, as shown here.
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Log on to the Azure portal.
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In the left navigation pane of the portal, click Relay.
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Select the namespace in which you would like to create the Hybrid Connection. In this case, it is mynewns.
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In the Relay namespace blade, select Hybrid Connections, then click + Hybrid Connection.
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Enter the Hybrid Connection Name and leave the other values with their defaults.
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At the bottom of the blade, click Create.