Hi @Sudarshan Bhamare ,
the feature you are looking for to send Azure VM's internet traffic via VPN Gateway Site To Site tunnel is called forced tunneling
.
These articles are maybe helpful:
About forced tunneling for site-to-site configurations
Configure forced tunneling using Default Site for site-to-site connections
(If the reply was helpful please don't forget to upvote and/or accept as answer, thank you)
Regards
Andreas Baumgarten