Q: I have configured a virtual network in Windows Azure and have configured a site-to-site VPN between that virtual network and my on-premises network--is it possible to add a second VPN to another location?
A: When using Windows Azure, it's possible to create a virtual network that creates an affinity group; the virtual network is defined by an IP scheme you specify. Within the virtual network, virtual subnets can be created that exist within the virtual network. For each virtual network, a gateway can be created that allows a site-to-site connection to be configured between the Windows Azure virtual network and the on-premises network.
At this time, only a single site-to-site VPN connection can be created between a Windows Azure virtual network and an on-premises location. This means it isn't possible to connect a Windows Azure virtual network to multiple on-premises networks.
Any routing between other on-premises locations would need to be performed via the on-premises location that connects to Windows Azure. A local on-premises network could connect to multiple different Windows Azure virtual networks.
Another VPN option available is currently in preview mode: It's a point-to-site VPN option that connects a single machine to the Windows Azure virtual network; with it, multiple computers can simultaneously connect using the point-to-site Windows Azure VPN option.