This video shows how I created a VPN connection between my home lab and Azure Subscription.  I used a Routing and Remote Access role on a Windows Server 2019 as the local endpoint.  This provides the ability to setup a VPN connection without special firewall hardware.  This is useful for home labs and small offices that need connectivity to an Azure subscription.  It also is helpful to walk through the setup to prepare for Azure certifications such as the AZ-103.