I created this document as a QSG for configuring an IKEv2 connection utilizing Azure and a device running FTD. This will be configured using a Policy-Based VPN (not Route-Based). I hope this helps! If you have any questions, please feel free to ask.
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MX appliance can be used to establish connection to the cloud but it is limited. I had a client that needed IKEv2 connection between the Azure cloud and their local environment. I had to leverage the FTD device to accomplish the task. It is not too hard to do but it is a bit tricky. What exactly are you trying to accomplish?
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