The VPN menu contains items pertaining to Virtual Private Networks (VPNs), including IPsec, OpenVPN and L2TP. See Virtual Private Networks.

IPsec:Configure IPsec VPN tunnels, mobile IPsec, and IPsec settings. See IPsec.
L2TP:Configure L2TP services and users. See L2TP VPN.
OpenVPN:Configure OpenVPN servers and clients, as well as client-specific configuration. See OpenVPN.