When you configure Azure Virtual Network, you are responsible for name resolution. The first stop of one working with Azure Infrastructure Services (Virtual Machines / Virtual Network / Cloud Services) is the very important to read article: Name Resolution in Windows Azure.
However when working with PTS (Point-To-Site) VPN, you are aware that as of today it is CTP. Thus you practically cannot get out-of-the box easy solution to resolve local
machines from the cloud when using PTS VPN. This is not the case with STS (Site-To-Site) VPN. Simply because PTS VPN assigns IP Address randomly to the connected machines, while with STS VPN you are in control of all the IP Addresses assigned to your local network. Also note, that STS VPN can be established using Windows Server 2012 as a VPN gateway for the local (corporate) network. For a corporate solution I would never advise using PTS. PTS is just for information worker machines, not for connecting servers.