To provide connectivity to Microsoft Azure there are multiple scenarios available. They range from a very easy IPSEC tunnel up to SDWAN scenarios integrating multiple connectivity options.
This example shows how to configure a site-to-site IPsec VPN tunnel to Microsoft Azure. It shows how to configure a tunnel between each site, avoiding overlapping subnets, so that a secure tunnel can be established.

Step by step configuration is described here https://docs.fortinet.com/document/fortigate/latest/administration-guide/255100/ipsec-vpn-to-azure-w...