Hi,
You can create a subnet where you can deploy an Azure VM with Public IP. You will need to allow port 3389 or 22 so you can RDP or SSH to this VM from Internet.
Once you enter this Jumpbox, you can ssh or rdp to other VMs in the same VNET using their Private IP.
There is another option which is Azure Bastion using which you can ssh or rdp to your VMs.
Regards,
Karthik Srinivas