What does P2S VPN do?
Point 2 Site VPN - From Workstation on-prem, create a VPN tunnel into virtual network.
S2S VPN
Site-to-Site VPN - (Persistent VPN) It connects from on-prem network to Azure Virtual Networks
ExpressRoute
Dedicated connection . - ExpressRoute is an Azure service that lets you create private connections between Microsoft datacenters and infrastructure that’s on your premises or in a colocation facility.