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Specify public IP address of your ZyWALL/USG. It cannot be behind NAT and has to
be reachable by Azure. Address space refers to the address ranges on your
ZyWALL/USG local network. For Resource Group, select the resource group that
you created before. For Location, if you are creating a new local network
gateway, you can use the same location as the virtual network gateway. But, this
is not required. The local network gateway can be in a different location.
Click Create to create the local network gateway.
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