I need 2 Virtual Machines to talk to each other

I created 2 VMs in Azure. Each VM is in a different Cloud Connector because both have web sites that require SSL.

I cannot figure out how to get them connected to each other. I follow an article that said to create 2 Vnet, and I completed it, but the VM are not connected to the Vnet.

I was under the impression that VMs would be able to connect to each other. This is not happening. I tried the public IP, and the private IP of each, with no luck.