PPTP on Azure

Hello:

How i can set a virtual machine in Azure and configure it as virtual private network server?

I'm involved in a cloud project that need a VPN server. A big number of IP devices dial-up to VPN server in a data center to create a big private network with the cloud servers in the data center. Later, we connect to all devices to manage their states, operations, etc.

¿It's possible to migrate this scenario to Azure? ¿Are all Azure servers connected to a private network? ¿It's possible to create a PPTP service in Azure?

Thanks a lot.

Note: The VPN of azure it's not a option because is a big number of devices and this VPN is to expensive (it's designed for site to site VPN)