Welcome to Microsoft Q&A! Thanks for posting the question.
Are you trying to access your resource secured by a VNET? If yes, then you need to set up some method for your local client to communicate to the VNET, something like VPN or Azure Express Route.
The general guidelines on Configure Azure AI services virtual networks hold true here as well. Please try checking the documentation and let me know if you still have issues.
Thanks
Saurabh
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