Hello there,
If you deployed the VPN Gateway to a different VNET (not a requirement by the way) then you would need to peer the two VNETs together. Please see guide here: https://learn.microsoft.com/en-us/azure/virtual-network/virtual-network-manage-peering
Once the two VNETs are peered they can talk to each other and you should be able to access your VM by its private IP address.
You cannot access virtual machines that are hosted on Azure hosting services through a VPN connection in Windows
Hope this resolves your Query !!
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