You can configure a Site to Site VPN An encrypted tunnel between two or more Security Gateways. Synonym: Site-to-Site VPN. Contractions: S2S VPN, S-to-S VPN. tunnel between an on-premises Check Point Security Gateway
Dedicated Check Point server that runs Check Point software to inspect traffic and enforce Security Policies for connected network resources. and a Virtual Gateway in a Virtual Private Cloud.
R81.20 supports this feature only for:
Amazon Web Services (AWS)
Microsoft Azure
See Site-to-Site VPN Tunnel Between an On-Premises VPN Gateway and a Virtual Gateway in a Cloud.