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Locate your virtual network gateway and click All settings to open the Settings blade.
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On the Settings blade, click Connections, and then click Add at the top of the blade to open the Add connection blade.
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On the Add connection blade, Name your connection.
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For Connection type, select Site-to-site(IPSec).
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For Virtual network gateway, the value is fixed because you are connecting from this gateway.
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For Local network gateway, click Choose a local network gateway and select the local network gateway that you want to use.
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For Shared Key, the value here must match the value that you are using for your local VPN device. If your VPN device on your local network doesn't provide a shared key, you can make one up and input it here and on your local device. The important thing is that they both match.
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The remaining values for Subscription, Resource Group, and Location are fixed.
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Click OK to create your connection. You'll see Creating Connection flash on the screen.
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When the connection is complete, you'll see it appear in the Connections blade for your Gateway.