Final answer:
To extend a company's network to Azure and identify a VPN appliance, one should create a Virtual Network Gateway, which enables secure connectivity between an Azure virtual network and an on-premises location.
Step-by-step explanation:
If you are planning to extend your company's network to Azure and need to identify the VPN appliance on the network, the Azure resource that you should create is a Virtual Network Gateway. The Virtual Network Gateway will allow you to establish secure, cross-premises connectivity between the Azure virtual network and your on-premises location through the use of a VPN appliance.
The Azure VPN Gateway is a specific type of Virtual Network Gateway designed for sending encrypted traffic across a public connection to an Azure virtual network. ExpressRoute is a service that provides a private connection to Azure, which is useful for high-throughput needs, but it does not involve a VPN appliance. Traffic Manager is not the correct choice either, as it is a DNS-based load balancer and doesn't connect networks.