Question regarding setting up self-hosted agent on ADO

Question

Dear Azure professionals,

I have a question regarding setting up a self-hosted agent for Azure data pipeline - So the purpose is to initiate a python script running every morning via ADO pipeline, however, there is a private network connecting in the python script. I got info that I need to set up a self-hosted agent which seats in the same network as the private network, and I have tried with my computer and it does work. But I would like to know if there is any way that I can use a cloud supported virtual machine(Azure provided) to kind of configure an access to our private network, so I don't need to keep a real computer always on to be able to run the pipeline?

Please kindly let me know if it is not really clear to you and I can provide more details.

Thank you very much!

BR/Wen