The purpose of this procedure is to ensure that all traffic originating from your own Azure VNet, going out to your JFrog JPD (residing in the same region) will be routed automatically via the PrivateLink, rather than via public Internet. Traffic going out to other JFrog domains, such as remote JPDs located in other regions, or to other JFrog services such as releases.jfrog.io, will continue to be routed via the public Internet.
Note
Once you set up an Azure PrivateLink via MyJFrog, JFrog automatically creates an additional domain name that reaches your instance, in the format acme.pe.jfrog.io. This domain will be used by your PrivateLink setup. For example, if your standard public JFrog domain is myservername.jfrog.io, then the additional domain will be myservername.pe.jfrog.io.
How you choose to set up your DNS in Azure depends on your organization's architecture, in which there are two factors:
Custom domain name
JFrog domain
Connecting directly from your Azure VNet to JFrog's VNet
Connecting from your on-premise data center via Azure to the JFrog VNet
Which domain name?
Which type of connection?
To better understand these refer to the suggested options in the Azure documentation.