Trying to secure SQL server Virtual machine from the WAN?

I am new to azure and having trouble finding documentation on how I can switch off the WAN connection for a SQL Server VM.
I have setup a SQL Server VM on a Private Virtual Network.
I want to connect to the server via private network using Site to Point VPN. Therefore, is there any way to completely unplug the WAN connection?
Whats the best way to secure a VM from the WAN?
Thanks.