Point to Site VPN

Hello All

I believe I've found my answer but would like feedback. I'm looking at setting up a P2S connection without a physical server. I've found the link below as well as the attached forum post. I understand that I can create my DC in an Azure VM and then connect the users with certificates. Has anyone tried this and if so does it work? If not is their an alternative? Thanks

http://blogs.technet.com/b/cbernier/archive/2013/08/21/windows-azure-how-to-point-to-site-vpn-walk-through.aspx

https://social.msdn.microsoft.com/Forums/azure/en-US/f28cdc80-ae43-4e21-b45b-4a18751081a2/pointtosite-connectivity-want-to-know-the-basic-feature-benefits?forum=WAVirtualMachinesVirtualNetwork