How to ping to Azure VM.
Basically, ICMP protocol is not permitted through the Azure.
Therefore, you cannot ping to Azure VM.
Example.
There are several ways to achieve this goal.
Let me introduce 2 main methods as below.
1. Azure VPN Connection
You can ping to VM through VPN connection.
Configure a Point-to-Site connection to a VNet using the Azure portal
2. psping
"psping" is the part of "Windows Sysinternals Suite".
Usage
psping [server]:[port]
ex.
psing -n 1000 test-server.cloudapp.net:443
References.
Use port pings instead of ICMP to test Azure VM connectivity
Windows Sysinternals
: https://technet.microsoft.com/en-gb/bb842062
Configure a Point-to-Site connection to a VNet using the Azure portal