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To establish a connection between a VPN and Azure Synapse, you need to follow these steps:

1. Create a virtual network in Azure: Go to the Azure portal, select Virtual networks and create a new virtual network.

2. Create a VPN gateway: Once the virtual network is created, create a VPN gateway that will connect your on-premise VPN device to your Azure virtual network.

3. Configure your on-premise VPN device: You need to configure your on-premise VPN device to establish a secure tunnel between your on-premise network and the Azure virtual network.

4. Create a private endpoint: A private endpoint enables you to connect to Synapse workspaces over a private IP address instead of a public IP address.

5. Enable Private Link for Synapse: Enable Private Link for Synapse to establish a connection between your virtual network and Synapse workspace.

6. Connect to Synapse workspace: Once the private endpoint and Private Link are established, you can connect to your Synapse workspace securely.

By following these steps, you can establish a secure connection between your VPN and Synapse workspace.