Hello
Accessing a VM fileshare without a site-to-site VPN can be challenging, but there are a few methods you could consider:
FileCloud: FileCloud offers a way to get remote access to your existing windows and network file shares without needing a VPN. It can be easily installed on top of your file servers and provide remote access in minutes. FileCloud also honors existing NTFS permissions on network folders and applies them to user access.
Azure Virtual Network: If your VM is hosted on Azure, you can create a VPN connection between your Azure virtual network and on-premise. Then, you can create a shared folder on the Azure VM and use Explorer on your local machine to access the shared folder.
Remember, these are general suggestions and the exact solution might vary depending on your specific circumstances.