ZyXEL Communications VPN Series Handbook page 44

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Locate your virtual network gateway (VPN_Connection_to_USG in this example)
and click Settings > Connection > Add connection, Name your connection. For
Connection type, select Site-to-site (IPSec). For Virtual network gateway, the
value is fixed because you are connecting from this gateway (VPN_GW_to_USG in
this example).
For Local network gateway, select the local network gateway that you want to
use (VPN_Connection_to_USG in this example).
For Shared Key (PSK), the value here must match the value that you are using for
your ZyWALL/USG device. For Resource Group, select the resource group that you
created before. Click OK to create your connection.
VPN_Connection_to_USG > Settings > Connections > Add connection
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