I want to create Blob Storage, Virtual Machine connect them using a Network, and put all these three in a VPN using pulumi in azure. But I am not that much good in networking stuff. And there are lot of network resources in pulumi docs so I am not sure how to achieve this.

Absolutely! Based on your requirements, we'll leverage Azure's Blob Storage Account, Virtual Machine, Virtual Network, and VPN Gateway resources to configure your infrastructure.

Here's your Pulumi TypeScript program using azure-native package:

import * as azure from "@pulumi/azure-native";

const resourceGroup = new azure.resources.ResourceGroup("resourceGroup", {
    resourceGroupName: "my-resource-group",
    location: "WestUS",
});

// Create a Virtual Network
const virtualNetwork = new azure.network.VirtualNetwork("virtualNetwork", {
    resourceGroupName: resourceGroup.name,
    virtualNetworkName: "my-vnet",
});

// VM configuration for example - you'll need to fill in your actual desired configuration
const publicIPAddress = new azure.network.PublicIPAddress("publicIP", {
    resourceGroupName: resourceGroup.name,
    publicIpAllocationMethod: azure.network.IPAllocationMethod.Dynamic,
});

const networkInterface = new azure.network.NetworkInterface("networkInterface", {
    resourceGroupName: resourceGroup.name,
    ipConfigurations: [{
        name: "myIpConfig",
        publicIpAddress: {
            id: publicIPAddress.id,
        },
        subnet: {
            id: virtualNetwork.virtualNetworkPeerings[0].id,
        },
    }],
});

const virtualMachine = new azure.compute.VirtualMachine("virtualMachine", {
    resourceGroupName: resourceGroup.name,
    location: resourceGroup.location,
    hardwareProfile: {
        vmSize: azure.compute.VirtualMachineSizeTypes.StandardA0,
    },
    storageProfile: {
        imageReference: {
            publisher: "MicrosoftWindowsServer",
            offer: "WindowsServer",
            sku: "2016-Datacenter",
            version: "latest",
        },
        osDisk: {
            createOption: azure.compute.DiskCreateOptionTypes.FromImage,
            name: "myosdisk1",
        },
    },
    osProfile: {
        computerName: "hostname",
        adminUsername: "testadmin",
        adminPassword: "Password2198",
    },
    networkProfile: {
        networkInterfaces: [{
            id: networkInterface.id,
            primary: true,
        }],
    },
});

// Create Blob Storage
const storageAccount = new azure.storage.StorageAccount("storageAccount", {
    resourceGroupName: resourceGroup.name,
    sku: {
        name: azure.storage.SkuName.Standard_LRS,
    },
    kind: azure.storage.Kind.StorageV2,
});

const storageContainer = new azure.storage.BlobContainer("storageContainer", {
    resourceGroupName: resourceGroup.name,
    accountName: storageAccount.name,
    containerName: "my-container",
});

// Create a VPN Gateway
const vpnGateway = new azure.network.VirtualNetworkGateway("vpnGateway", {
    resourceGroupName: resourceGroup.name,
    ipConfigurations: [{
        name: "myIpConfig",
        publicIpAddress: {
            id: publicIPAddress.id,
        },
        subnet: {
            id: virtualNetwork.virtualNetworkPeerings[0].id, // Ensure the subnet is correct
        },
    }],
    gatewayType: azure.network.VirtualNetworkGatewayType.Vpn,
    vpnType: azure.network.VpnType.RouteBased, // Route-based or policy-based
    enableBgp: false,
});

// Create a VPN Gateway connection
const vpnConnection = new azure.network.VpnConnection("vpnConnection", {
    resourceGroupName: resourceGroup.name,
    virtualNetworkGatewayConnectionName: "my-vpn-connection",
    location: resourceGroup.location,
    virtualNetworkGateway1: {
        id: vpnGateway.id,
    },
    connectionType: azure.network.VirtualNetworkGatewayConnectionType.Vnet2Vnet, // Change as per your needs
    sharedKey: "AzureA1b2C3", // Change this as per your needs
});

export const resourceGroupId = resourceGroup.id;
export const virtualNetworkId = virtualNetwork.id;
export const virtualMachineId = virtualMachine.id;
export const storageAccountId = storageAccount.id;
export const vpnGatewayId = vpnGateway.id;

Here are the APIs used from the registry:

Note: Adjust the properties such as location, public IP allocation method, VM size, storage SKU, and VPN gateway type as per your actual requirements. Also, be sure to replace the admin username, password, and shared key with secure values (you'll want to use the config for that). This script is a good starting point, but you'll probably need to tweak certain things to align with your setup.