NSX provides kernel based L2 bridging capabilities. This allows connectivity between traditional VLANs and Logical Switches. In NSX 6.2 and onwards it is now possible to connect Logical Switches to Distributed Logical Routers. This was not possible in previous versions.The major advantage of this enhancement is that traffic does not need to flow through a Edge appliance as before.
Let's look at our lab setup: We have two Web Server on a Logical Switch and a Database Server on an other Logical Switch. They are communicating via the DLR.
In addition we need to connect a VM that is external to this environment via a L2 bridge. The VLAN mapping is always performed in 1:1 fashion. This means traffic for a given Logical Switch can only be bridged to a specific VLAN, and vice versa.
The diagram below shows the target design:

We first select our DLR and select Manage - Bridging

Now we can use the plus button to create a new bridge and select the Web-Tier-01 Logical Switch and VDS port group.