Hi Jose Cintron
Welcome to the Microsoft Q&A Platform. Thank you for reaching out & I hope you are doing well.
Yes, To configure user groups and IP address pools for each group for point-to-site (P2S) VPN users, you need to have Azure Virtual WAN. A regular VPN gateway does not support the configuration of user groups and IP address pools for P2S VPN users. You may refer the prerequisites on the below page.
https://learn.microsoft.com/en-us/Azure/virtual-wan/user-groups-create#prerequisites
The Above page also explains the configuration steps.
Kindly let me know if you have any further queries related to the topic.
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Regards
Ujjawal Tyagi