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Locate your virtual network gateway.
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Click Connections. At the top of the Connections blade, click +Add 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 on-premises VPN device. In the example, we used 'abc123', but you can (and should) use something more complex. The important thing is that the value you specify here must be the same value that you specified when configuring your VPN device.
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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, it appears in the Connections blade of the virtual network gateway.