What sort of VPN, and why do you want to use it like that?
If you have an internal machine you may need a port forward with the correct ports opened, or some other configuration. But until you explain more it is hard to guess at a solution for you.
I'm sure Endian will happily relieve you of cash for professional support......
Check their website for some documentation, but it doesn't all apply to the Community version, and almost certainly wont answer your question.
docs.endian.com/3.0/utm/first.html