Final answer:
To identify the VPN appliance on Azure, you should create an Azure VPN Gateway, which facilitates encrypted communications between Azure networks and on-premises locations.
Step-by-step explanation:
The Azure resource you should create to identify the VPN appliance with an IP address of 192.168.1.1 as you extend your company's network to Azure is an Azure VPN Gateway. The VPN Gateway in Azure is a specific type of virtual network gateway that is designed for sending encrypted traffic between an Azure virtual network and an on-premises location over the public internet.
You can also use a VPN Gateway to send encrypted traffic between Azure virtual networks over the Microsoft network.