About Installing Secure Web Gateway in Azure with Hyper-V

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You can install Web Gateway on an Azure platform using Hyper-V. Web Gateway then runs on a virtual machine that is hosted by a Windows 2016 Server, which also runs on Azure as a virtual machine.

Set up a Windows 2016 Server as a virtual machine on Azure.
Configure the Hyper-V server role for this server.
Configure Network Address Translation to enable Internet access for Web Gateway.
Use Hyper-V to install the downloaded Web Gateway appliance software on another virtual machine that is hosted by the server.
Configure port forwarding rules for Web Gateway.

After completing the installation, you can log on to the Web Gateway interface and work with its features.