Azure/Entra + Synology NAS

Hi,
I'll try to write it as clearly as I can. What we have:
- Synology NAS DS1621+
- Windows notebooks
- MS 365 Standard subscriptions
- Planned for the future -> Securepoint BlackDwarf G5 pro firewall

What do we want?
- We would like to manage all notebooks and NAS via an AD, whether locally or Azure/Entra.
- We want to do this primarily for clear user management in terms of central password changes, creating new users, and blocking users.

Problem:
According to Synology, you first have to connect the NAS to Azure via VPN. This was also confirmed here in a thread from 2020.

I found this guide:
https://learn.microsoft.com/en-us/azure/vpn-gateway/vpn-gateway-howto-point-to-site-resource-manager-portal

But there's the first problem, because when I searched for "virtual network" I didn't get anything from the documentation pages.

So does anyone here have any information for me about what I need to pay attention to when it comes to MS 365 subscriptions, where I have to click, etc.? Unfortunately, I can't deduce enough from the information I found to establish the VPN and I haven't even gotten to the point of connecting the Azure AD to the NAS...

Oh and I don´t understand the pricing realy well. The "Virtual Network" / VPN Gateway doesn´t cost anything, but the data-transfer cost money. If I only want to use the VPN in the above cases, is it free in this case or do I have to pay a minimum amount?
When it comes to this, as a beginner I find it incredibly difficult to estimate what costs Azure will cost you.