Hi @Pablo Mosca ,
to create a Azure VPN Gateway you need to create a subnet with the name GatewaySubnet
in your vNet.
Please take a look here: https://learn.microsoft.com/en-us/azure/vpn-gateway/tutorial-create-gateway-portal#VNetGateway
Step 3 at Gateway subnet address range
topic in the list.
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Regards
Andreas Baumgarten