Dear Azure forum group, I appreciate your help for this issue.
Following the instructions in this link:
http://msdn.microsoft.com/es-es/library/azure/dn133792.aspx (spanish)
similar to:
http://blogs.msdn.com/b/piyushranjan/archive/2013/06/01/point-to-site-vpn-in-azure-virtual-networks.aspx (english)
I was able to configure everything required to service evaluation. Using virtual machine as a Windows 2008 R2 server.
Also managed to create a shared folder on the virtual machine and view it from my local computer and install applications.
Then, following these steps (http://social.msdn.microsoft.com/Forums/windowsazure/en-US/0669112c-a6dd-4290-bcde-9ce7b9d60d80/how-do-i-enable-pinging-a-vm?forum=WAVirtualMachinesforWindows) I managed a "ping" from my local computer and I get response from the virtual machine. What I can not do it, is the reverse step, ie, my local computer responds "ping" from the virtual machine. I need this to display a hardkey connected to my local computer from the application installed on the virtual machine(application server).
Thanks! Marcelo.
Marcelo Muape