To set up:

1. Open Network and Sharing Center.

You can open it from Control Panel or search “Network” from Settings Search panel (Win+W).

2. Go to Set up a new connection or network

3. Choose Connect to a workplace, and click Next.

4. Click the first option Use my Internet connection (VPN).

5. Type in the Internet address, either a valid domain or IP address of the remote server, and a name you want to name this connection.

6. Click Create and Done. You can now safely close the Network and Sharing Center.

To use the VPN connection:

Press Win + I (letter i) or click Settings from Charms menu to open up the Settings panel, click the network icon at the bottom part of the panel to open up the Network Connection side panel.

You will see the created VPN connection listed there. Simply click or tap it and Connect.

How to change the properties of the VPN connection

Right click the VPN connection from the Network Panel shown as above, and choose Properties.

Or, open the Properties of the connection from Network Connections, which you can open through Change adapter settings from the left panel of Network and Sharing Center. Through Network Connections window, you can launch, rename, delete, and change settings of the connection.

There are a lot of settings you can change but they all depend on the settings on the remote VPN server. Settings have to be matched in order to build the connection. We will be covering more in the future once we have more chances playing with the new VPN server in Windows Server 8.

Hope this tutorial helps in some way to make your life easier.