Configure a Point-to-Site connection to a VNet using native Azure certificate authentication: Azure portal
https://docs.microsoft.com/en-us/azure/vpn-gateway/vpn-gateway-howto-point-to-site-resource-manager-portal
Azure VPN
Connecting the Home Lab to Azure on the Cheap
http://www.jandjnet.com/connecting-the-home-lab-to-azure-on-the-cheap-6/