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Android has integrated support for PPTP and L2TP VPNs. You can connect to these types of VPNs without installing any third-party apps.
To connect to a compatible VPN:
1)open the Settings app and tap More under Wireless & networks. (On Android 2.3, tap Wireless & networks.)
2)Tap the VPN option on the Wireless & networks screen. (On Android 2.3, tap VPN Settings.)
3)Tap the + button and provide the VPN’s details. Enter a name to help you remember which VPN is which into the Name field, select the type of VPN server you’re connecting to, and enter the VPN server’s address (either an address like vpn.example.com or a numerical IP address).
4)Tap the VPN to connect once you have set it up. You can have multiple VPN servers configured and switch between them from the VPN screen.
5)You will need the username and password your VPN requires when you connect. However, you can save this account information for next time.
6)While connected to a VPN, you will see a persistent “VPN activated” notification in your notifications drawer. To disconnect, tap the notification and tap Disconnect.
Android Authority has a good basic guide for setting up a VPN on your device. The short version is that you need a VPN provider, some of which are free, and then you need to go into your Settings, then go to Wireless and Networks>VPN. It might be slightly different depending on device, but it should be in there somewhere. Then you just need to add your VPN.