Thank you for pointing out improvements which we can do in the documentation!
I suppose you finished at the point like in this how-to: https://helpcenter.veeam.com/docs/veeampn/userguide/how_to_azure_and_endpoint.html?ver=10
So when you got connected with OpenVPN on your desktop you should be able to access to all Azure-based VMs which are connected to the same virtual network
as you deployed VeeamPN appliance.
Please make sure that you are accessing VMs in the network highlighted above.
If you wish to establish site-to-site connectivity with help of OVA based on-prem appliance you should take additional steps in your local site network. There are two possible ways - first is to add additional routing rules on your local gateway to route all traffic to Azure VMs subnet (in your case 10.0.0.0/24) to VeeamPN local appliance. The second, easier way is to use IP Translation as explained in the guide: https://helpcenter.veeam.com/docs/veeampn/userguide/configure_translation_rules.html?ver=10