Hi @Gerardo Buenrostro ,
To connect App service to an external resource via vpn, 1) you need to set up a VNET with vpn connectivity to the external network where the server resides.
2) set up App service Vnet integration as per this link https://learn.microsoft.com/en-us/azure/app-service/overview-vnet-integration .
This way your app service can make outbound requests to the external resource .
Pls accept as Answer if this helps!