Follow these simple steps "How to setup VPN in android":
• From Home Screen Go to Menu and then Navigate to Settings.
• Go to Wireless & networks VPN settings.
• Tap on Add VPN and you select the type of VPN to add.
• Just follow the prompted onscreen instructions to configure your VPN settings.
• Tap Save to save your settings.
Now you are done with configuring VPN on your Android device.
Now Steps to connect to VPN.
• Go to VPN Settings.
• From the list of VPN's choose the VPN you want to connect with.
• Click connects.