Hi Vikas, I'm Sumit, here to answer your query at the Microsoft Community.
You can connect to VPN in Windows using the steps below:
https://support.microsoft.com/en-us/windows/con...
Before you can connect to a VPN, you must have a VPN profile on your PC. You can either create a VPN profile on your own or set up a work account to get a VPN profile from your company.
Before you start:
If it’s for work, look for VPN settings or a VPN app on your company’s intranet site while you’re at work, or contact your company's support person.
If it’s for a VPN service you subscribe to for personal use, visit the Microsoft Store to see if there’s an app for that service, then go to the VPN service’s website to see if the VPN connection settings to use are listed there.
Once you have your work or personal VPN settings ready:
Select Start > Settings > Network & internet > VPN > Add VPN.
Under Add a VPN connection, do the following:
For VPN provider, choose Windows (built-in).
In the Connection name box, enter a name you'll recognize (for example, My Personal VPN). This is the VPN connection name you'll look for when connecting.
In the Server name or address box, enter the address for the VPN server.
For VPN type, choose the type of VPN connection you want to create. You’ll need to know which kind of VPN connection your company or VPN service uses.
For Type of sign-in info, choose the type of sign-in info (or credentials) to use. This might be a username and password, one-time password, certificate, or a smart card if you’re connecting to a VPN for work. Enter your username and password in the respective boxes (if required).
Select Save.
Hope that helps, and rely on us for any further inquiries. All the best.