After creating the Azure side of the Site-2-Site connection, we still need to configure the local VPN device. Configuration depends upon the vendor and the device type. You can see all the supported devices here: https://docs.microsoft.com/en-us/azure/vpn-gateway/vpn-gateway-about-vpn-devices. In some cases, there is an option to download configuration for a VPN device directly from the Azure portal.
Downloading the VPN device configuration from Azure
Getting ready
Before you start, open the browser and go to the Azure portal: https://portal.azure.com.