OpenVPN is a popular Windows/Linux VPN Server/Client pair. I think there’s a separate GUI available for it if you’re so minded. This howto will cover command line usage only.
I’ll provide example configuration based on a Linux server and a Windows client, however the same applies pretty easily if you wanted to mix and match.
On debian, apt-get install openvpn. On any other linux distro, use your own package manager or alternatively download from source and compile.
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