Azure VPN setup (Express Route Backup)

Hello,

Has anyone setup a VPN from Azure to an onsite firewall before as I can't workout where in Azure to do this?

We currently have an Express Route from Azure to our Datacentre for out private and public peering, but now want to add a backup to this in the form of a VPN.

The team that look after our firewalls have asked for the public IP to connect in Azure but I can't locate this.

Any advise would be most helpful.

Thanks