Connect your on premises network to Azure with VPN Gateway 

This is a good tutorial. But you should have confirmed with showing connections from Azure VM to On-prem and On-prem VM to Azure VM.

It’s basic as it is in the lab. Would be nice to see it with a virtual appliance behind and vm communication tho

I lost after 15 mins, you did a good job though

How to Connect Azure Web Application firewall to on premises