CesarAugustoCelyPulido-3516, Since you have posted the question on azure-webapp tag, just to clarify, What specific WAP service on Azure are you leveraging? are you also looking to connect your on-prem app or database to Azure WebApp?
More details about your requirement and use-case would be helpful to provide the right pointers.
Note: We may have to re-tag the thread to receive insights from the targetted SMEs/audience.
There could be several approaches you could implement depending on your requirement.
Please check this doc for more info on choose an Azure compute service, based on your requirement.
Choose an Azure compute service -The output from this flowchart is a starting point for consideration
Checkout some of the options outlined in these docs:
Extend an on-premises network using ExpressRoute