How do we install and connect to the Azure Point to Site VPN connection (DEV)?

Background:
From time to time, users and/or vendors may require access to our Azure DEV environment using the Point to Site VPN connection from their Windows computer.

In order to connect to the VPN connection, the client computer must:

Solution:

Reference: https://docs.microsoft.com/en-us/azure/vpn-gateway/vpn-gateway-howto-point-to-site-classic-azure-portal

Installing the Client SSL certificate

1. Whilst logged into the client computer as a local administrator, save the Client SSL certificate (.pfx) file to C:\AZURE_VPN\Client SSL\

Double-click the .pfx file.
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2. On the Welcome to the Certificate Import Wizard screen, choose Current User as the Store Location, and click Next.
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3. On the File to Import screen, verify that the correct .pfx is shown within the File name, and click Next.
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4. On the Private key protection screen, enter the relevant password (as configured when the certificate was created), check both Mark this key as exportable and Include all extended properties, and click Next.
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5. On the Certificate Store screen, ensure that Automatically select the certificate store based on the type of certificate is checked, and click Next.
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6. On the Completing the Certificate Import Wizard screen, verify the information, and click on Finish.
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7. On the Security Warning screen,