A virtual private network (VPN) is an overlay network. It is a logical network established on top of a physical, usually public, network and may span several geographical regions
VPNs differ in their architecture and transport protocols used to establish the overlay network. The VPN architecture may be either point-to-site site-to-site.
Point-to-siteVPN
To provide a device with remote access to a private network.
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Site-to-point site VPN
Used to establish an imaginary bridge between two private networks as if they were connected directly.
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The transport connection established between two VPN entities is usually called a tunnel and the process of routing traffic through that tunnel is called tunneling.
VNet-to-Vnet Connections (Azure VPN Gateway topologies and design | Microsoft Learn)
Connecting a virtual network to another virtual network (VNet-to-VNet) is similar to connecting a VNet to an on-premises site location.
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We may be able to use VNet peering to create your connection, as long as your virtual network meets certain requirements. VNet peering doesn't use a virtual network gateway : Azure Virtual Network peering | Microsoft Learn