You can set up a VPN connection manually from Windows Settings. Follow these steps:

1. Open Settings and navigate the Network and Internet tab on the left pane.
2. Click on VPN and then Add VPN button.
3. A new Add a VPN Connection popup will appear. Now you need to enter the details of your VPN connection.
4. Select Windows(built-in) under VPN provider.
5. Give your connection a name in the Connection name field. You can give it any name.
6. In the Server name or address field, enter the VPN server’s address.
7. Specify your VPN type, if there is any. Else leave it. It is automatic by default.
8. Under Type of sign-in info, provide the username and password or any other authentication type if you got any. It is optional information to enter.
9. Click Save.
10. Finally, the newly added VPN will be shown under VPN connections. Click on Connect button, and you are done.

From Network and Sharing Center

1. Open Settings > Network & Internet > Dial-up > Network and Sharing Center.
   
2. A new window will pop up. Click on Connect to a workplace option and click on Next. Then click on Use my Internet connection (VPN) option.
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4. Fill in the Internet address and destination name in the respective fields. It is provided to you by your network administrator. Click Create.
5. After you click Create, you will see Change adapter options available in the left menu.
6. Right-click on the VPN profile you just created and click on Properties.
7. Click on the Security tab, select the type of VPN and check the option Microsoft CHAP version 2 (MS-CHAP v2). Before checking this option, be sure to check the option Allow these protocols.
8. 
9. In the Networking tab, click the TCP/IPV4 option and open its Properties.
10. In the new popup window, enter your preferred DNS server under Use the following DNS server addresses.
11. Click the Advanced button and check the Use default gateway on remote network option.
12. Save the settings. Now you are done with setting up the VPN in Windows 11.