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New > Networking > Virtual Network > Create virtual network
In the portal, navigate to the virtual network to which you just created. On the
blade for your virtual network, click the Settings icon at the top of the blade to
expand the Setting blade to Subnets > Add > Add Subnet. Name your subnet
GatewaySubnet. You should not name it anything else, or the gateway will not
work. Add the IP Address range for your gateway. Click OK at the bottom of the
blade to create the subnet.
VPN Vnet_to_USG > Settings > Subnet > Add subnet