Hi. Thank you for your question and reaching out.
There are several options for connecting to a Linux virtual machine in Azure. The Secure Shell Protocol is the most popular method for connecting to a Linux virtual machine (SSH). Any regular SSH client found in Linux and Windows can be used for this. Azure Cloud Shell is accessible using any browser.
This guide explains how to use SSH to connect to a virtual machine that has a public IP. See Azure Bastion Service here https://learn.microsoft.com/en-us/azure/bastion/bastion-overview if you need to connect to a VM without a public IP.
For more information, please see https://learn.microsoft.com/en-us/azure/virtual-machines/linux-vm-connect?tabs=Linux
----------------------------------------------------------------------------------------------------------------------------------------------
If the reply was helpful, please don’t forget to upvote or accept as answer, thank you.