Hi @Max Baroi ,
the easiest option in my opinion is to use Endpoints for Azure SQL databases connecting to an Azure virtual network/subnet. To connect an on-premises network it's possible to deploy a VPN Gateway with Site-To-Site connections or Azure Express Route and for individual remote access for single connections the use of a Azure VPN Gateway Point-To-Site deployment.
(If the reply was helpful please don't forget to upvote and/or accept as answer, thank you)
Regards
Andreas Baumgarten