Hello @Alberto ,
Welcome to Microsoft Q&A Platform. Thank you for reaching out & hope you are doing well.
May I know at which step of that article you are facing issues?
The steps in this article apply to Windows 10 or Windows Server 2016 machine. The PowerShell cmdlets mentioned works only on Windows 10 or Windows Server 2016. So, you just need to open a Windows PowerShell console with elevated privileges in your Windows 10 or Windows Server 2016 device and run the commands to generate the root & client certificate. Then export the root certificate public key (.cer) and copy the certificate data & paste it into the Public certificate data field of the VPN gateway in Azure Portal and then follow the below article:
https://learn.microsoft.com/en-us/azure/vpn-gateway/vpn-gateway-howto-point-to-site-resource-manager-portal#uploadfile
If you generated the client certificate in the device from which you will be connecting to P2S VPN, you don't need to export it and can directly install it following below article:
https://learn.microsoft.com/en-us/azure/vpn-gateway/point-to-site-how-to-vpn-client-install-azure-cert#installwin
If you want to install the client certificate on another client computer, you need to export the client certificate that you generated in the current machine and then install the same on that target device.
Kindly let us know if the above helps or you need further assistance on this issue.
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