I set up an Azure VPN as per this document https://docs.microsoft.com/en-us/azure/vpn-gateway/vpn-gateway-howto-point-to-site-classic-azure-portal
Also I have created an Azure Windows VM.
My question is how can I connect my Azure VM through this Azure Point to Site VPN connection . I have added a password in security page while I export client certificate in VPN setup , but Azure VPN is not asking for the password before it gets connected . My Azure VM is just connecting via normal rdp. How can I add extra security with vpn by using a password before i login to my Azure VM. Thanks