Ansible - VPN connection to Azure

Welcome.
I need to connect via VPN to Azure. For this I need to use ansible which is installed on local Ubuntu 18.4 without GIU. In Ansible I have playbooks which installs all programs.
From Azure I got a file with . pfx and .cer. On Win10 VPN works great.
Has anyone of you had such a case and could help me ?
Adam