Below are the steps for installing an on-premises data gateway and connecting it to the Azure Services:
Run the .exe and click on Install.
Sign in with the email address you’ll use for development in Azure.
Select Register a new gateway on this computer and click Next.
Fill in the required details and remember the name of the Region which is been used. Then click on Configure.
After Configuring the below pop-up will appear where you have to click on Create a gateway in Azure.
Now fill in the required details with the same Region to Create a gateway.
Once you are done with all the setup in Azure. You’ll be able to access the On-Premises data using other Azure Services.