title: How to use Azure VPN as a proxy gateway
body: <p>I have followed <a href="https://docs.microsoft.com/en-us/azure/vpn-gateway/vpn-gateway-howto-point-to-site-resource-manager-portal" rel="nofollow noreferrer">this document</a> to set up a Point-to-Site VPN connection to an Azure Virtual Network which
  contains my Azure Windows Virtual Machine. I successfully managed to get to my VM via its private IP address e.g., doing Remote Desktop.</p>
  <p>Now my question is how to use this VPN connection as a proxy gateway; i.e., all the traffic from my PC goes through the Virtual Network or the Virtual Machine?</p>
  <p>Any article or hint will be appreciated.</p>