Azure Bastion is a service you deploy that lets you connect to a virtual machine using your browser and the Azure portal, or via the native SSH or RDP client already installed on your local computer. The Azure Bastion service is a fully platform-managed PaaS service that you provision inside your virtual network.
Bastion provides secure RDP and SSH connectivity to all of the VMs in the virtual network in which it is provisioned. Using Azure Bastion protects your virtual machines from exposing RDP/SSH ports to the outside world, while still providing secure access using RDP/SSH.
Azure Bastion is deployed to a virtual network and supports virtual network peering. Specifically, Azure Bastion manages RDP/SSH connectivity to VMs created in the local or peered virtual networks.
RDP and SSH are some of the fundamental means through which you can connect to your workloads running in Azure. Exposing RDP/SSH ports over the Internet isn't desired and is seen as a significant threat surface. This is often due to protocol vulnerabilities. To contain this threat surface, you can deploy bastion hosts (also known as jump-servers) at the public side of your perimeter network. Bastion host servers are designed and configured to withstand attacks. Bastion servers also provide RDP and SSH connectivity to the workloads sitting behind the bastion, as well as further inside the network.
This figure shows the architecture of an Azure Bastion deployment. In this diagram:
With the new Azure Bastion shareable links feature in public preview and included in Standard SKU, you can now connect to a target resource (virtual machine or virtual machine scale set) using Azure Bastion without accessing the Azure portal.
This feature will solve two key pain points:
Source: Public preview: Azure Bastion now support shareable links