How do we monitor connection status for VPN from Azure Resource Manager to On-Prem?

Question from aspecterman via Twitter:

How do we monitor connection status for VPN from Azure Resource Manager to On-Prem? Azure-Azure work but not to On-Prem :(

Followed this documentation during set up, however, I verify it says Not Connected and I'd like to know why.

https://azure.microsoft.com/en-us/documentation/articles/vpn-gateway-create-site-to-site-rm-powershell/

Thanks,

@AzureSupport