If there are any changes to the Point-to-Site VPN configuration after you generate the files, such as changes to the VPN protocol type or authentication type, you need to generate new VPN client configuration files and apply the new configuration to all of the VPN clients that you want to connect. The VPN client configuration files that you generate are specific to the P2S VPN gateway configuration for the virtual network. The settings in the zip file help you easily configure the VPN clients for Windows, Mac IKEv2 VPN, or Linux.
All of the necessary configuration settings for the VPN clients are contained in a VPN client configuration zip file. When you connect to an Azure VNet using Point-to-Site and certificate authentication, you use the VPN client that is natively installed on the operating system from which you are connecting.