Hello,
Sorry for my bad english.
VPN to Azure from a winpe : very complex for any winpe
1 - i see in this site that RDP is neeed :
https://blogs.msdn.microsoft.com/cbtham/2017/03/07/diy-build-your-own-vpn-with-microsoft-azure-oss/"...you get a Windows 10 machine that sits in the cloud which you can
connect via mobile phones, cyber café desktops, your neighbour's laptop
or anything that has internet access with
RDP(remote desktop) capability."
In my microwinpebuilder, an "investigation" environment, not a "product" tool, i get RemoteDesktop to control the "Winpe's session ADM".
Outgoing RDP communication is more hard to port into a winpe like Winpe10SE. More simple to get into that i tell "full-flat winpe in a big vhd".
I assume your VPN client uses only incoming RDP communication : so, possible in winpe even with NLA
2 - you need a client VPN. This client can be integrate in winpe. I assume that:
it comes with installer and after you'll configure it.
3 - certificat : In a french site, a guy said he used Makecert.exe to generate certificat.
http://www.microsoft-desktop.com/2015/04/microsoft-azure-generation-des-certificats-vpn/i never worked directly with certificat in winpe. But i assume it is possible to use it.
4 - you need an internet browser : in winpe10SE, bob.omb writes a plugin.
The only one thing disponible actually in winpe for you and your need.
So, it seems to me this is a hard job !
The client VPN (which one ?, how to get it? ...) needs also a big work for to be installed in winpe
Getting Rdp is complex in Winpe10SE.
And Azure is too expensive to just do tests.
The bigger difficulty for me is to use an Azure Environment.
other question : why do you need to connect from winpe to Azure ?