After creating a new VM in Azure, all ports are blocked by the Azure system. Setup up Azure End point will allow the user to give access to the application port. For example, if you installed Apache web server in you Linux OS, and want to use 80 port for the external users to browse your site, you need to create an end point for port 80. This is a very simple task, can we call it firewall ? i am not sure.
Use the following steps to connect to you Linux OS installed in Azure VM
1. Create a VM in your Azure portal
2. Go to Virtual Machine (Classic)
3. Create one End Point for the port 22, which is used for SSH and SFTP
4. Download any ssh client. e.g. Putty
5. Connect with the server. Enjoy!