It would be nice that in future versions VPN clients were natively integrated without using External Application. The external applications often take a lot of time to be set up correctly, and are often poorly managed. Other connection management software like Remote Desktop Manager, integrate plugins that perform these tasks natively.
Some examples of VPN clients:
Endpoint Connect check point
Thanks for the feedback. You can use command tasks to automatically establish/disconnect VPNs. Right now you need to specify the command line of your VPN client but we will see if we can provide a more user friendly way to configure VPNs.