I have a virtual network on Azure and would like to establish a VPN connection using the encryption details and shared key that I have received. All the Azure documentation that I've found for point-to-site and site-to-site VPN setups seem to not cover this case, but only cover how an external router can connect to a VPN gateway which has been created on Azure. Is the set up that I want possible with Azure virtual networks or do I need to configure the VPN connection on each VM that I want on the VPN?
