Azure VPN Gateway lets you connect your on-premises networks and individual client computers securely to Azure over industry-standard connections such as IPSEC and SSTP. With flexible deployment choices and no regional constraints, VPN Gateway gives you high availability and secure connections from anywhere, anytime. Recently, we introduced three new VPN gateways to the VPN Gateway service (VpnGw1, VpnGw2, and VpnGw3), with significant increases to both bandwidth and service-level agreements (SLAs).
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Check out my latest How-To Blog Post on Deploying DirectAccess 2016 Part 1