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Near the bottom of the Virtual Network blade, from the Select a deployment
model list, select Resource Manager, and then click Create.
New > Networking > Virtual Network > Select a deployment model
On the Create virtual network page, enter the NAME for the VPN network. For
example, VPN_Vnet_to_USG. Add your Address Space, Subnet name and a single
Subnet address range.
Click Resource group and either select an existing resource group, or create a
new one by typing a name for your new resource group. For example, RG_USG.
LOCATION is directly related to the physical location (region) where the virtual
machines (VMs) reside. The region associated with the virtual network cannot be
changed after it has been created.