Go to Settings > General > VPN.
Choose Add VPN Configuration
In most cases the set up is similar to a VPN on your computer, you can use the same settings on your device.
Turn VPN on or off
After you create a VPN configuration, the option to turn VPN on or
off appears in Settings.
When you connect using VPN, the VPN icon appears in the status bar.
If you use multiple VPN configurations, you can switch configurations using Settings > General > VPN.