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Register todayKnown issue - West India region doesn't support on-premises data gateway for pipelines
West India region currently doesn't support on-premises Data gateway for Data Factory pipelines.
Status: Open
Product Experience: Data Factory
If you are in the West India region, you don't see the option to select the on-premises data gateway during the creation of a Data Factory pipeline connection.
Use a tenant in a region other than West India.
Additional resources
Training
Module
Connect your on-premises network to Azure with VPN Gateway - Training
Learn about the virtual private network (VPN) gateway options in Azure and typical scenarios for using a VPN. Create and test VPNs to securely connect sites to Azure.