Create a Virtual Network Gateway
Follow the steps below to create a Virtual Network Gateway:
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Search for “virtual network gateway” in the search bar and click Create.
Fill-up the details in the Basics tab as shown in the image below.
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Select Review + create to review the details and click Create.
“Your deployment is complete” message displays.
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Click Go to resource.
At this point, you must add a connection to Virtual Network Gateway.
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Select Connections under Settings in the left menu and click Add.
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Select connection type as ExpressRoute.
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Select appropriate Virtual Network Gateway and ExpressRoute circuit.
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Click Ok.
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Create a Virtual Machine and add it to the Express Route Virtual Network.
Use the virtual machine to connect to the payShield HSM to commission it using payShield Manager.