A Site-to-Site VPN gateway connection can be used to connect your on-premises network to an Azure virtual network over an IPsec/IKE (IKEv1 or IKEv2) VPN tunnel. This type of connection requires a VPN device, a VPN gateway, located on-premises that has an externally facing public IP address assigned to it. A: Application Gateway is for http, https and Websocket - Not SMB B: Application Proxy is also for accessing web applications on-prem - Not SMB. Application Proxy is a feature of Azure AD that enables users to access on-premises web applications from a remote client. Reference: https://docs.microsoft.com/en-us/azure/vpn-gateway/vpn-gateway-howto-site-to-site-resource-manager-portal