Click the start button, type VPN into the search box and click Set up a virtual private network (VPN) connection
Enter your VPN server address into the Internet address field and any connection name (for example, "ZenVPN") into Destination name field. Check the Don't connect now; just set it up so I can connect later checkbox and click Next.
Introduce tu nombre de usuario VPN en el campo User name y tu contraseña en el campo Password . Marca la casilla de verificación Remember this password y haz clic en Create.
At this point you should already be able to connect to your VPN, however it would be using PPTP protocol which is considered less secure than L2TP/IPsec. To configure the connection to use L2TP/IPsec, proceed to Step 2.
Haz clic en el botón de inicio, escribe "Network"en la ventana de búsqueda y haz clic en Network and Sharing Center
Haz clic en Connect to a network
Haz clic derecho en la conexión que acabas de crear en el primer paso y elige Properties en el menú desplegable
Select Layer 2 Tunneling Protocol with IPSec (L2TP/IPsec) from the Type of VPN dropdown and click Advanced settings
Marca Use preshared key for authentication e introduce tu clave precompartida en el campo Key. Haz clic en OK.
¡Listo!
Para activar la conexión, haz clic en Connect to network dentro de Network and Sharing Center y elige la conexión de que se trate de entre las de la lista.
Once you are connected, visit this page to see your new IP address and confirm that everything worked correctly.