Hi Giovanni,
The note you mention is slightly outdated as we do support on-premise connectivity.
Using Direct (CORS) connection until you are on S/4HANA 1610 with NW 7.51 SP2+ or you can also go for reverse proxy (which should work with lower NW versions as well.) Refer to our System Requiremets page.
Edit: Direct - CORS is available as of wave 2017.21, where reverse proxy is supported as of Wave 2017.16.
Cheers, Mark
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