See solution below.
Explanation
You can connect one VNet to another VNet using either a Virtual network peering, or an Azure VPN Gateway.
To create a virtual network gateway
Step1 : In the portal, on the left side, click +Create a resource and type 'virtual network gateway' in search.
Locate Virtual network gateway in the search return and click the entry. On the Virtual network gateway page, click Create at the bottom of the page to open the Create virtual network gateway page.
Step 2: On the Create virtual network gateway page, fill in the values for your virtual network gateway.


Name: Name your gateway. This is not the same as naming a gateway subnet. It's the name of the gateway object you are creating.
Gateway type: Select VPN. VPN gateways use the virtual network gateway type VPN.
Virtual network: Choose the virtual network to which you want to add this gateway. Click Virtual network to open the 'Choose a virtual network' page. Select the VNet. If you don't see your VNet, make sure the Location field is pointing to the region in which your virtual network is located.
Gateway subnet address range: You will only see this setting if you did not previously create a gateway subnet for your virtual network. If you previously created a valid gateway subnet, this setting will not appear.
Step 4: Select Create New to create a Gateway subnet.

Step 5: Click Create to begin creating the VPN gateway. The settings are validated and you'll see the
"Deploying Virtual network gateway" tile on the dashboard. Creating a gateway can take up to 45 minutes.
You may need to refresh your portal page to see the completed status.
References:
https://docs.microsoft.com/en-us/azure/vpn-gateway/vpn-gateway-howto-vnet-vnet-resource-manager-portal?