Hello Tín Tòn
Welcome to Microsoft Q&A Platform, thanks for posting your query here.
Make sure that the Network Security Group associated with your Azure VM allows incoming traffic on port 14445. If you have already created an inbound rule that allows traffic on this port and ping.eu on the public IP of VM is showing as closed, then check Windows Firewall (or any other firewall software you are using) allows incoming traffic on port 14445.
Hope this helps.