I have followed this excellent guide by BTNHD on youtube on setting up a VPN to a virtual network on Azure. Unfortunately the (local part of the) demo demonstrates connecting from a windows server 2022 VM, and I cannot figure out how this applies to the windows 10 way of connecting to a VPN, and if it is actually possible.
I need to connect locally to azure db's and storage that are setup with private endpoints on an Azure vNet
Any help would be greatly appreciated.
As per MsDoc Remote Access Infrastructure applies to Windows Server 2022, Windows Server 2019, Windows Server 2016
Creating a Site-to-Site (S2S) VPN between your local machine and Azure is not possible unless you have a VPN device. so, you can install a Windows server on your machine or use a VPN device for the S2S VPN setup to use RRAS and set up a Site-to-Site VPN, you may need to install Windows Server on your local machine. You can obtain an evaluation version from the Microsoft Evaluation. & Hardware requirements for Windows Server installations.
As per your comments you can go with Point-to-Site (P2S) VPN allows you to connect to Azure resources from a single computer over the internet.
Reference:
About Azure Point-to-Site VPN connections - Azure VPN Gateway | Microsoft Learn