Click the Start button — it is in bottom-left corner of the screen.
Click Settings — it is on the left section of the displayed Start menu, under the Places section.
After that click the Network & Internet icon on the Settings window.
Click to select the VPN category — on the left panel of the Network & Internet window.
Click the + icon representing the Add a VPN con the right.
Input correct data on the Add a VPN connection box.
If you would like to save these data (if you are doing this from home for example) check Remember my sign-in info checkbox at the bottom, and click Save.
Note: You may not want to save the sign-in info on public computers such as those in Internet cafes, or libraries. Do NOT check the Remember my sign-in info when using such computers.
Now your new VPN connection is successfully created.
Go to the Network & Internet window, keeping the VPN category selected from the left pane, click to select the newly created VPN connection from the right.
Once selected, from the available buttons, you can either click Connect or Forgetto connect to the VPN server using the provided details and credentials, or to remove the created connection respectively. Optionally, if needed, you can also click the Properties button to make changes to the created VPN connection.
Optionally, you can click the Advanced settings option under the Additional settings section on the same window to manage other VPN connection related configurations such as proxy settings, automatic detection, etc.
After closing all the windows, you can still easily connect to the VPN server by clicking the Network icon from system tray at the bottom-right corner of the window, and clicking the Show available connections under the Additional settings section of the Wi-Fi or Ethernet category of the opened Network & Internet window.
How to Setup VPN in Windows 10