There are two main types of S2S VPN within azure, which are Static and Dynamic. Not all firewalls support both methods and each method has different pros and cons. That said, providing your equipment is compatible with the type of S2S VPN you want this is a straight forward process which I have performed multiple times.
I would need to understand your requirements a little better before building the S2S, such as:
1) how many sites will be required to connect to the vpn gateway
2) expected throughput of the S2S VPN
3) Make and model of the appliance connecting to the Azure VPN Gateway.
Providing all of these things are known/available, the VPN should be able to be configured quickly.