Microsoft Azure Networking Connectivity Options:
Configure a Multi-Site VPN: http://msdn.microsoft.com/en-us/library/azure/dn690124.aspx
Configure a Point-to-Site VPN in the Management Portal: http://msdn.microsoft.com/en-us/library/azure/dn133792.aspx
Configure a Site-to-Site VPN in the Management Portal: http://msdn.microsoft.com/en-us/library/azure/dn133795.aspx
Configure a VNet to VNet Connection: http://msdn.microsoft.com/en-us/library/azure/dn690122.aspx
Virtual Networking FAQ: http://msdn.microsoft.com/en-us/library/azure/dn133803.aspx#BM_MultiSiteandVNet
Note: There is a limit to 10 VPN’s per Azure VNet (this can be overcome by using multiple VNet’s), to mix VPN technologies Dynamic routing is required.