Hi @AdamDziechciowski-9642 ,
a detailed tutorial how-to setup a VPN Site-To-Site connection from Azure to an external peer you will find here:
Tutorial: Create a site-to-site VPN connection in the Azure portal
The configuration of the external peer IP is described here: Create a local network gateway
The "Local Network Getaway" is the configuration of the remote peering partner.
(If the reply was helpful please don't forget to upvote and/or accept as answer, thank you)
Regards
Andreas Baumgarten