Hello,
as you posted in the Veeam Agent for Windows forum, I guess that you want to do it with the Veeam Agent for Windows. The way to do it is the same as in any other (distributed) environment: network connectivity (VPN, ExpressRoute, plain internet) must be given. I would avoid "plain internet" for security reasons (except you have Veeam Cloud Connect Enterprise on-prem).
The alternative would be using Veeam Backup for Azure and then do a backup copy job to the on-prem repository (via "external repository").