Your datacenter needs to talk to Azure. You can send that traffic through an encrypted tunnel over the public internet, or over a private circuit that never touches it. That single choice — shared road or private rail — decides cost, speed, and reliability.
Almost every organization moving to Azure keeps something on-premises, and those two worlds have to connect privately. Azure gives you two hybrid-connectivity options, and they take opposite routes to the same destination: VPN Gateway and ExpressRoute. Understanding them is really understanding one question — does your traffic ride the public internet, protected by encryption, or a dedicated line that bypasses it entirely?
VPN Gateway: an encrypted tunnel over the internet
Microsoft's description is exact: Azure VPN Gateway "can be used to send encrypted traffic between an Azure virtual network and on-premises locations over the public Internet." Your traffic still travels the ordinary internet, but inside an IPsec/IKE tunnel, so it is private even though the road is shared. It comes in a few shapes: site-to-site (your datacenter's VPN device to Azure), point-to-site (an individual remote worker to the VNet), and VNet-to-VNet. It is quick to stand up, needs no third party, and is inexpensive — the pragmatic default for dev/test and small-to-medium production links.
