I’m creating a Point-To-Site VPN conection to Azure VPN Gateway, following the official Microsoft documentation on https://docs.microsoft.com/en-us/azure/vpn-gateway/vpn-gateway-howto-point-to-site-resource-manager-portal. I’ve generated certificates and downloaded the Azure VPN Client from portal.
However, when I try to install the generated VpnClientSetupAmd64.exe file on the target machine, a new VPN connection profile is not being created. After I double-click the executable, I’m asked an admin password, then the client seems to be installing but new connection isn’t added to my network connections list.
I’ve tried executing the setup package with "Run as Administrator" and cleaning up old connections in my AppDataRoamingMicrosoftNetworkConnections directory, but to no avail.
Source: Windows Questions