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In the portal, navigate to the virtual network for which you want to create a virtual network gateway.
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In the Settings section of your VNet blade, click Subnets to expand the Subnets blade.
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On the Subnets blade, click +Gateway subnet at the top. This will open the Add subnet blade.
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The Name for your subnet will automatically be filled in with the value 'GatewaySubnet'. This value is required in order for Azure to recognize the subnet as the gateway subnet. Adjust the auto-filled Address range values to match your configuration requirements.
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Click OK at the bottom of the blade to create the subnet.