A virtual network gateway can be used to connect different Azure Virtual Networks. But as you pay for a virtual network gateway, I recommend a different approach. To connect Azure Virtual Networks to another Azure Virtual Network, we can use peering. Peering, in general, is the interconnection of separate networks for the purpose of exchanging traffic networks. Options for peering are available under Settings in the virtual network blade. If we choose to create a new peering, we need to provide a Name and select if we are going to connect to a Resource manager or Classic virtual network. As Resource manager is recommended, we'll explain this process. If Resource manager is selected, we can either provide an ID for a resource or use a drop-down menu to select our Azure Subscription and the Virtual network we want to connect to.

Some additional options are available for forwarded traffic and a remote gateway if needed. Example peering settings are shown in the following screenshot: