One of the things I like about NSX-T is the ability to deploy Tier-1 and Tier-0 routers. The T0 is the gateway that bridges the virtual world to the physical world.
Below you will find a screenshot of the logical architecture followed by a step by step process to deploy a T0 router in your NSX-T environment.
Screenshot of the architecture and where the Tier-0 router sits:

Networking>Tier-0 Gateways.
Add Tier-0 Gateway

We need to provide the T0 router a name and HA mode.











Once you have saved your BGP Neighbors information you are good to save changes on your T0 router.
Summary:
I know a lot of people hear deploying a Tier-0 router and making a BGP connection with the external network sounds scary but as you can see it is easy. Next we will need to connect our Tier-1 routers up to our newly created Tier-0 router.