The Azure virtual network is a service that provides connectivity to the virtual machine and services on Azure. You can configure the Azure virtual network by specifying usable IP addresses. You can also create and configure subnets, network gateways, and security settings.
For more information about setting up Azure virtual network, refer to the Azure virtual network documentation at:
https://docs.microsoft.com/en-us/azure/virtual-network/virtual-networks-overview
If you are using the ESA or the DSG appliance with Azure, ensure that the inbound and outbound ports of the appliances are configured in the virtual network.
For more information about the list of inbound and outbound ports, refer to section Open Listening Ports.