VPN Gateways a a very specific type of devices, used to send encrypted traffic between an Azure VNet and on-premises locations over the public internet. It’s also possible to send encrypted traffic between Azure VNets over the Microsoft network. Each virtual network is limited to a single VPN Gateway. But it is possible to create multiple connections to the same VPN gateway. All tunnels you create will share the available gateway bandwidth, so be careful not to overdo it!
So what is a Virtual Network Gateway?
Virtual Network Gateways are composed of two, or more, virtual machines that you deploy to a specific submet. This subnet is referred to as the gateway subnet. VMs located in this subnet are created when you create the virtual network gateway.These VMs can be configured to contain routing tables, as well as gateway specific services.
It’s also possible to deploy these VPN gateways in Azure Availability zones, bringing resiliency, scalability and higher availability to virtual network gateways.