A Point-to-Site (P2S) VPN gateway connection lets you create a secure connection to your virtual network from an individual client computer.
A Point-to-Site is initiated from the client computer.
This VPN from Azure is used often by remote workforce who want to connect to Azure VNets from a remote location, such as from home or a conference. P2S VPN is also a useful solution to use instead of S2S VPN when you have only a few clients that need to connect to a VNet.
Here is the official documentation from Microsoft with step by step guide on how to implement it.
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