VPN replace to zero trust network

I would like to replace my existing VPN with a Zero Trust network. VPN is used client to SQL server and RDP on Windows server. Does anyone experience to help step by step configuring? How to build a tunnel on server and client side? Basically I know from destriptions but is it the same process on client and server site also? Which kind of application needed (self-hosted or private network) to configuring?

thank you in advance!

The only application you need is cloudflared,

For RDP, there is this example: https://developers.cloudflare.com/cloudflare-one/tutorials/rdp/

For SQL, you can follow this guide: https://developers.cloudflare.com/cloudflare-one/applications/non-http/arbitrary-tcp/

It is a similar process, both the client and server need to have cloudflared installed. The guideā€™s that I linked show the difference between setting up on server side vs client side.